-0.1%
WST vs CNI
+8.1%
-8.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.5% |
| 7D | +4.2% | +2.5% | +1.7% | +3.0% |
| 30D | +11.2% | +6.1% | +5.1% | +7.9% |
| 3M | +20.4% | +0.1% | +20.2% | +20.1% |
| 6M | +37.9% | +14.9% | +23.0% | +28.0% |
| YTD | +51.8% | +30.9% | +20.9% | +31.0% |
| 1Y | +56.6% | +33.9% | +22.7% | +33.4% |
| 3Y | +24.2% | +20.2% | +4.0% | +9.4% |
| All | -0.1% | +8.1% | -8.2% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling