+428.1%
WMT vs CNQ
+426.2%
+1.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -7.4% | +6.2% | -13.6% | -7.9% |
| 3M | -10.9% | +12.4% | -23.2% | -11.7% |
| 6M | -12.7% | +9.0% | -21.7% | -13.5% |
| YTD | -3.2% | +52.2% | -55.4% | -6.6% |
| 1Y | +5.3% | +65.0% | -59.8% | +0.9% |
| 3Y | +101.9% | +78.8% | +23.0% | +90.8% |
| 5Y | +134.6% | +286.0% | -151.4% | +108.2% |
| All | +428.1% | +426.2% | +1.8% | +352.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling