+525.4%
WPM vs CNI
+138.2%
+387.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.8% |
| 7D | -0.6% | -0.4% | -0.2% | -0.4% |
| 30D | +14.4% | -2.7% | +17.1% | +15.4% |
| 3M | +37.0% | +3.9% | +33.1% | +35.3% |
| 6M | +4.1% | +16.4% | -12.2% | -0.4% |
| YTD | +31.7% | +25.8% | +5.9% | +23.4% |
| 1Y | +44.2% | +32.4% | +11.8% | +33.1% |
| 3Y | +265.5% | +19.1% | +246.4% | +244.3% |
| 5Y | +262.5% | +13.6% | +248.9% | +244.7% |
| All | +525.4% | +138.2% | +387.2% | +375.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling