+5,556.5%
CNQ vs WST
+9,301.0%
-3,744.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.7% |
| 7D | +0.1% | +1.8% | -1.7% | -0.4% |
| 30D | +6.2% | -1.7% | +7.9% | +6.7% |
| 3M | +12.4% | +4.9% | +7.5% | +10.6% |
| 6M | +9.0% | +45.5% | -36.5% | -2.5% |
| YTD | +52.2% | +26.1% | +26.1% | +41.0% |
| 1Y | +65.0% | +31.7% | +33.3% | +50.3% |
| 3Y | +78.8% | -12.1% | +90.9% | +68.8% |
| 5Y | +286.0% | -23.6% | +309.6% | +266.7% |
| 10Y | +420.7% | +347.8% | +72.9% | +144.4% |
| All | +5,556.5% | +9,301.0% | -3,744.5% | +1,099.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling