+6,434.5%
WCN vs CNI
+3,986.3%
+2,448.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -0.9% |
| 7D | -1.7% | +0.9% | -2.6% | -2.0% |
| 30D | -3.0% | -2.1% | -0.9% | -2.3% |
| 3M | +2.5% | +1.8% | +0.7% | +1.9% |
| 6M | -5.7% | +14.8% | -20.5% | -10.0% |
| YTD | -7.4% | +25.4% | -32.8% | -14.3% |
| 1Y | -8.6% | +32.9% | -41.5% | -17.1% |
| 3Y | +19.4% | +20.2% | -0.8% | +10.6% |
| 5Y | +27.2% | +12.2% | +15.0% | +19.4% |
| 10Y | +238.5% | +136.0% | +102.5% | +148.2% |
| All | +6,434.5% | +3,986.3% | +2,448.2% | +2,606.4% |
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 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