+40.0%
WPM vs CNI
+37.5%
+2.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.1% | +9.9% | +10.8% |
| 7D | +3.9% | +3.7% | +0.1% | +1.9% |
| 30D | -3.5% | +8.1% | -11.6% | -7.4% |
| 3M | +14.1% | +1.9% | +12.2% | +12.7% |
| 6M | +6.2% | +19.2% | -13.0% | -4.7% |
| YTD | +12.4% | +32.7% | -20.3% | -3.7% |
| 1Y | +40.0% | +37.0% | +3.0% | +18.0% |
| All | +40.0% | +37.5% | +2.4% | +18.0% |
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