+113.2%
WDC vs CNI
+37.5%
+75.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.1% | -8.9% | -6.6% |
| 7D | -18.3% | +3.7% | -22.1% | -18.0% |
| 30D | -26.7% | +8.1% | -34.8% | -26.3% |
| 3M | -40.9% | +1.9% | -42.8% | -40.4% |
| 6M | -26.8% | +19.2% | -45.9% | -28.5% |
| YTD | +88.2% | +32.7% | +55.5% | +75.4% |
| 1Y | +113.2% | +37.0% | +76.2% | +98.1% |
| All | +113.2% | +37.5% | +75.6% | +98.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling