+916.1%
WDC vs CNI
+12.6%
+903.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.5% |
| 7D | -4.3% | -0.4% | -3.9% | -4.1% |
| 30D | -1.5% | -2.7% | +1.2% | 0.0% |
| 3M | -15.5% | +3.9% | -19.4% | -18.1% |
| 6M | +66.5% | +16.4% | +50.1% | +49.0% |
| YTD | +159.9% | +25.8% | +134.1% | +120.5% |
| 1Y | +366.0% | +32.4% | +333.6% | +280.6% |
| 3Y | +1,285.8% | +19.1% | +1,266.7% | +1,083.3% |
| All | +916.1% | +12.6% | +903.5% | +792.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling