+5,556.5%
CNQ vs WWD
+8,609.6%
-3,053.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -1.9% | -1.1% |
| 7D | +0.1% | -2.6% | +2.7% | +1.2% |
| 30D | +6.2% | -6.9% | +13.1% | +9.1% |
| 3M | +12.4% | -13.0% | +25.4% | +17.3% |
| 6M | +9.0% | -12.5% | +21.5% | +11.1% |
| YTD | +52.2% | +11.8% | +40.4% | +38.6% |
| 1Y | +65.0% | +41.1% | +24.0% | +34.8% |
| 3Y | +78.8% | +163.1% | -84.2% | +7.6% |
| 5Y | +286.0% | +187.6% | +98.3% | +116.5% |
| 10Y | +420.7% | +494.6% | -73.8% | +110.4% |
| All | +5,556.5% | +8,609.6% | -3,053.1% | +1,265.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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