-40.4%
WU vs CNI
+138.2%
-178.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.2% |
| 7D | -3.5% | -0.4% | -3.1% | -3.3% |
| 30D | -2.9% | -2.7% | -0.2% | -1.7% |
| 3M | -2.3% | +3.9% | -6.2% | -4.0% |
| 6M | -25.4% | +16.4% | -41.7% | -30.8% |
| YTD | -21.2% | +25.8% | -47.0% | -30.0% |
| 1Y | -8.9% | +32.4% | -41.3% | -21.2% |
| 3Y | -29.0% | +19.1% | -48.0% | -36.5% |
| 5Y | -50.7% | +13.6% | -64.3% | -55.8% |
| All | -40.4% | +138.2% | -178.6% | -63.9% |
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