+8.1%
WM vs CNI
+13.4%
-5.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.3% |
| 7D | +1.2% | +0.3% | +0.9% | +1.0% |
| 30D | +13.1% | +7.2% | +5.9% | +10.5% |
| 3M | +3.6% | -1.3% | +4.9% | +3.6% |
| 6M | +8.1% | +11.8% | -3.7% | +8.7% |
| All | +8.1% | +13.4% | -5.4% | +8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling