-24.0%
WST vs CNI
+11.3%
-35.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.7% | +2.4% |
| 7D | +0.4% | -1.1% | +1.5% | +1.0% |
| 30D | -2.0% | -3.5% | +1.5% | -0.4% |
| 3M | +4.1% | +2.2% | +1.9% | +2.8% |
| 6M | +47.4% | +15.1% | +32.3% | +37.0% |
| YTD | +25.4% | +24.7% | +0.7% | +11.6% |
| 1Y | +35.3% | +33.4% | +1.9% | +16.2% |
| 3Y | -11.7% | +19.5% | -31.2% | -21.8% |
| 5Y | -24.0% | +12.6% | -36.6% | -30.9% |
| All | -24.0% | +11.3% | -35.3% | -30.9% |
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 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