+517.7%
WMB vs CNQ
+5,383.3%
-4,865.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | +0.9% |
| 7D | -1.8% | -0.8% | -1.0% | -1.3% |
| 30D | -1.2% | +5.3% | -6.4% | -4.2% |
| 3M | +2.5% | +11.4% | -8.9% | -4.5% |
| 6M | -0.7% | +8.1% | -8.7% | -6.6% |
| YTD | +23.0% | +50.9% | -27.9% | -5.3% |
| 1Y | +26.7% | +63.6% | -36.9% | -7.4% |
| 3Y | +140.2% | +77.2% | +62.9% | +59.6% |
| 5Y | +271.1% | +282.5% | -11.5% | +48.9% |
| 10Y | +300.5% | +416.1% | -115.5% | +6.8% |
| All | +517.7% | +5,383.3% | -4,865.5% | -78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling