+2,127.2%
WEC vs CNI
+6,494.7%
-4,367.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +0.4% | +0.9% | -0.5% | +0.2% |
| 30D | +0.9% | -2.1% | +3.0% | +1.3% |
| 3M | -5.3% | +1.8% | -7.1% | -5.8% |
| 6M | -6.6% | +14.8% | -21.4% | -9.6% |
| YTD | +3.3% | +25.4% | -22.1% | -2.1% |
| 1Y | +2.1% | +32.9% | -30.9% | -4.6% |
| 3Y | +39.6% | +20.2% | +19.4% | +32.2% |
| 5Y | +31.2% | +12.2% | +19.0% | +25.3% |
| 10Y | +148.4% | +136.0% | +12.4% | +98.1% |
| All | +2,127.2% | +6,494.7% | -4,367.4% | +966.8% |
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