+5,887.0%
CDNS vs GWW
+14,492.5%
-8,605.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.4% |
| 7D | -14.0% | +1.4% | -15.4% | -14.6% |
| 30D | -13.2% | +3.3% | -16.4% | -14.5% |
| 3M | -28.9% | +2.9% | -31.8% | -30.1% |
| 6M | -4.2% | +15.8% | -20.0% | -11.0% |
| YTD | -6.4% | +32.0% | -38.4% | -18.4% |
| 1Y | -16.2% | +29.9% | -46.1% | -26.5% |
| 3Y | +20.2% | +91.1% | -70.9% | -12.1% |
| 5Y | +76.6% | +223.9% | -147.3% | +0.9% |
| 10Y | +1,029.7% | +567.0% | +462.6% | +329.6% |
| All | +5,887.0% | +14,492.5% | -8,605.5% | +387.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling