+71.6%
CDNS vs W
-63.0%
+134.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.5% | -3.0% |
| 7D | -9.2% | +6.5% | -15.7% | -10.3% |
| 30D | -16.3% | -6.2% | -10.0% | -15.4% |
| 3M | -27.9% | +48.9% | -76.8% | -33.8% |
| 6M | -4.3% | +31.2% | -35.5% | -10.6% |
| YTD | -9.1% | -0.4% | -8.7% | -11.4% |
| 1Y | -21.2% | +14.8% | -36.0% | -26.0% |
| 3Y | +19.4% | +40.5% | -21.1% | -0.2% |
| 5Y | +71.6% | -62.1% | +133.7% | +62.0% |
| All | +71.6% | -63.0% | +134.6% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling