+1,026.7%
CDNS vs WAB
+292.7%
+734.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -6.5% | -0.2% | -6.3% | -6.5% |
| 30D | -13.0% | -5.9% | -7.1% | -11.1% |
| 3M | -26.0% | +9.4% | -35.4% | -28.7% |
| 6M | -2.8% | +13.8% | -16.7% | -8.2% |
| YTD | -8.8% | +31.8% | -40.6% | -18.5% |
| 1Y | -15.8% | +48.5% | -64.3% | -28.0% |
| 3Y | +19.7% | +167.0% | -147.2% | -16.0% |
| 5Y | +70.8% | +222.3% | -151.6% | +12.6% |
| All | +1,026.7% | +292.7% | +734.1% | +515.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WAB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling