+42.1%
WM vs CNQ
+74.2%
-32.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | -3.1% | -0.7% | -2.5% | -3.1% |
| 30D | -5.3% | +6.7% | -12.0% | -5.8% |
| 3M | -4.2% | +12.8% | -17.0% | -5.2% |
| 6M | -8.1% | +13.3% | -21.4% | -9.1% |
| YTD | -1.4% | +53.1% | -54.5% | -4.7% |
| 1Y | +0.2% | +66.1% | -65.8% | -3.7% |
| All | +42.1% | +74.2% | -32.0% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 3y: compounded portfolio wealth divided by compounded CNQ 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…
3y analysis · Full analysis span regression · 6 months rolling