+3,973.2%
WMT vs CNI
+6,516.9%
-2,543.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | -7.4% | -2.7% | -4.7% | -6.8% |
| 3M | -10.9% | +3.9% | -14.8% | -11.9% |
| 6M | -12.7% | +16.4% | -29.0% | -16.3% |
| YTD | -3.2% | +25.8% | -29.0% | -9.3% |
| 1Y | +5.3% | +32.4% | -27.1% | -2.8% |
| 3Y | +101.9% | +19.1% | +82.8% | +89.7% |
| 5Y | +134.6% | +13.6% | +121.0% | +120.7% |
| 10Y | +440.4% | +136.8% | +303.6% | +306.9% |
| All | +3,973.2% | +6,516.9% | -2,543.7% | +1,029.4% |
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