+5,997.9%
WPM vs CNI
+1,137.8%
+4,860.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.5% |
| 7D | +3.9% | +0.9% | +3.0% | +3.4% |
| 30D | +17.7% | -2.1% | +19.8% | +19.1% |
| 3M | +39.4% | +1.8% | +37.6% | +37.7% |
| 6M | +6.4% | +14.8% | -8.4% | -1.5% |
| YTD | +34.0% | +25.4% | +8.6% | +18.3% |
| 1Y | +50.5% | +32.9% | +17.6% | +28.5% |
| 3Y | +280.3% | +20.2% | +260.1% | +234.4% |
| 5Y | +266.3% | +12.2% | +254.2% | +228.1% |
| 10Y | +550.8% | +136.0% | +414.8% | +233.2% |
| All | +5,997.9% | +1,137.8% | +4,860.0% | +951.4% |
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