+5,869.0%
WAT vs CNI
+6,544.5%
-675.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -0.7% | +2.5% | -3.2% | -1.8% |
| 30D | -1.0% | -2.5% | +1.5% | +0.1% |
| 3M | +10.9% | +2.7% | +8.2% | +9.6% |
| 6M | +33.2% | +16.9% | +16.2% | +24.3% |
| YTD | +6.1% | +26.3% | -20.3% | -4.6% |
| 1Y | +30.2% | +31.1% | -0.9% | +15.1% |
| 3Y | +52.9% | +21.1% | +31.8% | +39.4% |
| 5Y | -5.1% | +11.0% | -16.2% | -10.8% |
| 10Y | +152.6% | +128.1% | +24.5% | +74.0% |
| All | +5,869.0% | +6,544.5% | -675.4% | +1,284.8% |
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