+1,106.2%
WM vs CNI
+6,541.6%
-5,435.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -0.3% | -2.1% | +1.8% | +0.4% |
| 30D | -2.4% | -3.3% | +0.9% | -1.3% |
| 3M | +0.4% | +3.8% | -3.4% | -0.9% |
| 6M | -9.5% | +12.7% | -22.2% | -13.5% |
| YTD | +0.5% | +26.3% | -25.8% | -7.9% |
| 1Y | -1.1% | +29.9% | -31.0% | -10.4% |
| 3Y | +46.0% | +15.9% | +30.1% | +35.7% |
| 5Y | +51.8% | +6.9% | +44.9% | +43.3% |
| 10Y | +307.5% | +126.8% | +180.7% | +188.9% |
| All | +1,106.2% | +6,541.6% | -5,435.4% | +189.6% |
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