+1,044.2%
CDNS vs NWSA
+149.4%
+894.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.3% | +1.5% |
| 7D | -1.1% | -2.8% | +1.7% | +0.1% |
| 30D | -10.4% | +3.0% | -13.5% | -11.6% |
| 3M | -24.6% | +12.3% | -36.9% | -28.6% |
| 6M | -1.6% | +21.9% | -23.5% | -10.2% |
| YTD | -7.4% | +13.6% | -21.0% | -13.1% |
| 1Y | -18.4% | +0.5% | -18.9% | -19.5% |
| 3Y | +19.0% | +43.8% | -24.8% | +0.9% |
| 5Y | +73.4% | +41.2% | +32.2% | +45.1% |
| All | +1,044.2% | +149.4% | +894.9% | +638.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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