+297.5%
WBD vs CNI
+1,112.9%
-815.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.4% |
| 7D | -0.6% | -1.1% | +0.5% | 0.0% |
| 30D | +4.2% | -3.5% | +7.7% | +6.2% |
| 3M | +7.5% | +2.2% | +5.3% | +5.8% |
| 6M | +1.6% | +15.1% | -13.5% | -7.3% |
| YTD | -2.2% | +24.7% | -26.8% | -15.3% |
| 1Y | +124.9% | +33.4% | +91.5% | +86.8% |
| 3Y | +149.1% | +19.5% | +129.6% | +121.7% |
| 5Y | +7.8% | +12.6% | -4.7% | -1.3% |
| 10Y | +14.9% | +134.7% | -119.8% | -33.1% |
| All | +297.5% | +1,112.9% | -815.4% | +17.3% |
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 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