+222.3%
WAB vs CNI
+12.6%
+209.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.5% |
| 7D | +0.1% | -0.4% | +0.5% | +0.3% |
| 30D | -4.1% | -2.7% | -1.4% | -2.6% |
| 3M | +8.2% | +3.9% | +4.2% | +5.6% |
| 6M | +15.4% | +16.4% | -1.0% | +5.3% |
| YTD | +33.1% | +25.8% | +7.3% | +15.9% |
| 1Y | +48.1% | +32.4% | +15.7% | +24.8% |
| 3Y | +167.7% | +19.1% | +148.7% | +132.1% |
| All | +222.3% | +12.6% | +209.7% | +183.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 5y: compounded portfolio wealth divided by compounded CNI 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…
5y analysis · Full analysis span regression · 6 months rolling