+71.5%
CDNS vs WAB
+224.0%
-152.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.9% |
| 7D | -7.2% | +0.2% | -7.4% | -7.4% |
| 30D | -14.3% | -4.6% | -9.7% | -12.1% |
| 3M | -27.2% | +5.6% | -32.8% | -30.0% |
| 6M | -4.5% | +13.8% | -18.3% | -12.9% |
| YTD | -9.0% | +31.9% | -40.8% | -24.4% |
| 1Y | -21.3% | +48.3% | -69.6% | -39.3% |
| 3Y | +19.6% | +167.1% | -147.6% | -36.0% |
| 5Y | +71.5% | +222.9% | -151.3% | -20.8% |
| All | +71.5% | +224.0% | -152.4% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling