+6,718.5%
WAT vs CNI
+6,783.7%
-65.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.2% |
| 7D | +0.6% | +2.5% | -1.9% | -0.5% |
| 30D | +5.4% | +6.1% | -0.7% | +2.7% |
| 3M | +11.3% | +0.1% | +11.2% | +11.1% |
| 6M | +37.4% | +14.9% | +22.5% | +29.3% |
| YTD | +21.2% | +30.9% | -9.7% | +7.2% |
| 1Y | +21.3% | +33.9% | -12.6% | +6.2% |
| 3Y | +83.4% | +20.2% | +63.2% | +67.6% |
| 5Y | +29.0% | +8.2% | +20.8% | +22.5% |
| 10Y | +223.9% | +142.2% | +81.7% | +117.6% |
| All | +6,718.5% | +6,783.7% | -65.2% | +1,456.9% |
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 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