+84.5%
CDNS vs W
-52.3%
+136.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.6% | +0.6% | +4.4% |
| 7D | +2.1% | +3.3% | -1.2% | +1.5% |
| 30D | -4.6% | +10.5% | -15.1% | -6.4% |
| 3M | -0.8% | +9.6% | -10.4% | -2.8% |
| 6M | -7.2% | +76.4% | -83.6% | -17.7% |
| YTD | +7.7% | +16.4% | -8.7% | +1.8% |
| 1Y | +3.5% | +9.3% | -5.8% | -1.5% |
| 3Y | +31.2% | +172.8% | -141.6% | -2.1% |
| 5Y | +84.5% | -53.4% | +137.9% | +75.9% |
| All | +84.5% | -52.3% | +136.8% | +75.9% |
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