+22.4%
CDNS vs WAB
+168.8%
-146.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.2% | -2.7% |
| 7D | +1.0% | +5.1% | -4.1% | -1.5% |
| 30D | -2.0% | +4.0% | -6.0% | -3.8% |
| 3M | -0.2% | +0.1% | -0.3% | -0.3% |
| 6M | -8.9% | +12.8% | -21.7% | -15.0% |
| YTD | +3.3% | +40.1% | -36.7% | -16.7% |
| 1Y | +2.2% | +46.4% | -44.1% | -19.9% |
| 3Y | +22.4% | +167.4% | -145.0% | -34.5% |
| All | +22.4% | +168.8% | -146.5% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling