+5,543.0%
WAB vs CNI
+6,494.7%
-951.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.0% |
| 7D | +0.2% | +0.9% | -0.6% | -0.3% |
| 30D | -4.6% | -2.1% | -2.4% | -3.4% |
| 3M | +5.6% | +1.8% | +3.8% | +4.3% |
| 6M | +13.8% | +14.8% | -1.0% | +4.6% |
| YTD | +31.9% | +25.4% | +6.5% | +14.8% |
| 1Y | +48.3% | +32.9% | +15.3% | +24.4% |
| 3Y | +167.1% | +20.2% | +147.0% | +133.7% |
| 5Y | +222.9% | +12.2% | +210.7% | +192.1% |
| 10Y | +289.9% | +136.0% | +153.9% | +128.7% |
| All | +5,543.0% | +6,494.7% | -951.7% | +1,013.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling