+7,076.9%
WST vs CNI
+6,544.5%
+532.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.3% | +2.5% | -2.8% | -1.1% |
| 30D | -4.6% | -2.5% | -2.1% | -3.8% |
| 3M | +5.7% | +2.7% | +3.0% | +4.6% |
| 6M | +37.6% | +16.9% | +20.6% | +30.3% |
| YTD | +23.0% | +26.3% | -3.3% | +13.3% |
| 1Y | +33.8% | +31.1% | +2.7% | +21.6% |
| 3Y | -13.4% | +21.1% | -34.4% | -19.8% |
| 5Y | -27.0% | +11.0% | -38.0% | -30.6% |
| 10Y | +324.5% | +128.1% | +196.4% | +215.7% |
| All | +7,076.9% | +6,544.5% | +532.4% | +2,796.6% |
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 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