+1,206.6%
CDNS vs WAB
+269.8%
+936.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.7% |
| 7D | +7.0% | +7.9% | -0.9% | +4.1% |
| 30D | -0.3% | +4.9% | -5.1% | -1.9% |
| 3M | +3.2% | +1.8% | +1.4% | +2.6% |
| 6M | -6.9% | +12.0% | -18.9% | -11.1% |
| YTD | +6.6% | +41.3% | -34.6% | -7.0% |
| 1Y | +5.6% | +43.8% | -38.2% | -8.5% |
| 3Y | +27.4% | +171.1% | -143.6% | -11.2% |
| 5Y | +83.7% | +217.7% | -134.0% | +20.7% |
| All | +1,206.6% | +269.8% | +936.8% | +608.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling