+1,199.9%
CDNS vs W
+224.5%
+975.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.0% |
| 7D | -0.1% | -7.4% | +7.3% | +1.3% |
| 30D | -5.5% | +7.8% | -13.3% | -6.9% |
| 3M | +0.5% | +10.9% | -10.4% | -1.8% |
| 6M | -9.6% | +86.4% | -96.0% | -20.9% |
| YTD | +5.3% | +14.0% | -8.6% | -0.2% |
| 1Y | +3.4% | +3.5% | -0.1% | -0.8% |
| 3Y | +25.9% | +164.8% | -138.9% | -6.1% |
| 5Y | +85.8% | -53.1% | +138.9% | +66.1% |
| 10Y | +1,199.9% | +220.4% | +979.4% | +676.2% |
| All | +1,199.9% | +224.5% | +975.3% | +676.2% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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