+415.5%
CNQ vs WTW
+198.0%
+217.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | +0.1% | -5.7% | +5.8% | +2.5% |
| 30D | +6.2% | -7.3% | +13.5% | +9.3% |
| 3M | +12.4% | +21.5% | -9.1% | +2.6% |
| 6M | +9.0% | +9.6% | -0.6% | +3.0% |
| YTD | +52.2% | -3.3% | +55.5% | +50.9% |
| 1Y | +65.0% | -6.1% | +71.2% | +65.5% |
| 3Y | +78.8% | +61.8% | +17.0% | +30.6% |
| 5Y | +286.0% | +42.7% | +243.3% | +196.2% |
| All | +415.5% | +198.0% | +217.5% | +200.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling