+310.4%
WM vs CNI
+129.7%
+180.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -1.2% | +0.9% | -2.1% | -1.5% |
| 30D | -4.5% | -2.1% | -2.4% | -3.8% |
| 3M | -2.2% | +1.8% | -4.0% | -2.9% |
| 6M | -11.5% | +14.8% | -26.3% | -16.1% |
| YTD | -0.7% | +25.4% | -26.1% | -9.1% |
| 1Y | +0.3% | +32.9% | -32.6% | -10.3% |
| 3Y | +44.2% | +20.2% | +24.0% | +31.4% |
| 5Y | +51.6% | +12.2% | +39.5% | +39.6% |
| 10Y | +310.4% | +136.0% | +174.4% | +178.7% |
| All | +310.4% | +129.7% | +180.7% | +178.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling