-24.5%
WU vs CNI
+732.0%
-756.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.4% |
| 7D | -4.9% | +0.9% | -5.8% | -5.4% |
| 30D | -1.3% | -2.1% | +0.8% | -0.1% |
| 3M | -3.6% | +1.8% | -5.4% | -4.5% |
| 6M | -24.3% | +14.8% | -39.1% | -30.3% |
| YTD | -21.1% | +25.4% | -46.5% | -31.1% |
| 1Y | -10.3% | +32.9% | -43.2% | -24.4% |
| 3Y | -28.4% | +20.2% | -48.5% | -37.4% |
| 5Y | -51.2% | +12.2% | -63.4% | -56.6% |
| 10Y | -39.6% | +136.0% | -175.6% | -66.9% |
| All | -24.5% | +732.0% | -756.5% | -82.9% |
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 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