+182.3%
WWD vs CNI
+12.6%
+169.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.9% |
| 7D | -2.6% | -0.4% | -2.2% | -2.4% |
| 30D | -6.9% | -2.7% | -4.2% | -5.8% |
| 3M | -13.0% | +3.9% | -17.0% | -14.9% |
| 6M | -12.5% | +16.4% | -28.8% | -19.1% |
| YTD | +11.8% | +25.8% | -14.0% | -0.7% |
| 1Y | +41.1% | +32.4% | +8.7% | +21.8% |
| 3Y | +163.1% | +19.1% | +144.0% | +132.5% |
| All | +182.3% | +12.6% | +169.7% | +156.8% |
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