+16.8%
CDNS vs WAB
+168.6%
-151.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.2% |
| 7D | -9.2% | +1.7% | -10.9% | -10.0% |
| 30D | -16.3% | -2.4% | -13.8% | -15.3% |
| 3M | -27.9% | +9.7% | -37.6% | -31.7% |
| 6M | -4.3% | +16.5% | -20.8% | -13.2% |
| YTD | -9.1% | +33.7% | -42.8% | -24.4% |
| 1Y | -21.2% | +49.7% | -70.9% | -38.9% |
| All | +16.8% | +168.6% | -151.8% | -26.7% |
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