+11.4%
WBD vs CNI
+138.2%
-126.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.1% |
| 7D | -0.7% | -0.4% | -0.4% | -0.5% |
| 30D | +1.4% | -2.7% | +4.1% | +3.0% |
| 3M | +4.4% | +3.9% | +0.5% | +1.7% |
| 6M | +0.8% | +16.4% | -15.5% | -9.0% |
| YTD | -2.7% | +25.8% | -28.5% | -16.9% |
| 1Y | +73.4% | +32.4% | +41.0% | +42.7% |
| 3Y | +142.1% | +19.1% | +123.1% | +114.3% |
| 5Y | +7.2% | +13.6% | -6.3% | -3.2% |
| All | +11.4% | +138.2% | -126.9% | -32.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling