+51.5%
WPM vs CNI
+29.8%
+21.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | +1.1% | -2.1% | +3.2% | +2.1% |
| 30D | +26.4% | -3.3% | +29.6% | +28.2% |
| 3M | +20.8% | +3.8% | +17.0% | +18.0% |
| 6M | +1.1% | +12.7% | -11.6% | -6.6% |
| YTD | +32.5% | +26.3% | +6.2% | +18.2% |
| 1Y | +51.5% | +29.9% | +21.6% | +34.3% |
| All | +51.5% | +29.8% | +21.8% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling