-19.7%
CDNS vs GWW
+28.2%
-47.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -6.5% | -3.1% | -3.4% | -6.1% |
| 30D | -13.0% | -2.3% | -10.7% | -12.8% |
| 3M | -26.0% | -3.3% | -22.7% | -25.7% |
| 6M | -2.8% | +15.4% | -18.2% | -6.2% |
| YTD | -8.8% | +26.7% | -35.6% | -13.9% |
| All | -19.7% | +28.2% | -47.9% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling