+83.4%
WAT vs CNI
+21.4%
+62.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.2% |
| 7D | +0.6% | +2.5% | -1.9% | -0.7% |
| 30D | +5.4% | +6.1% | -0.7% | +2.2% |
| 3M | +11.3% | +0.1% | +11.2% | +11.1% |
| 6M | +37.4% | +14.9% | +22.5% | +27.6% |
| YTD | +21.2% | +30.9% | -9.7% | +3.9% |
| 1Y | +21.3% | +33.9% | -12.6% | +2.4% |
| 3Y | +83.4% | +20.2% | +63.2% | +59.4% |
| All | +83.4% | +21.4% | +62.0% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling