+87.1%
CDNS vs WAB
+223.3%
-136.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.2% | -2.4% |
| 7D | +2.4% | +4.0% | -1.6% | +0.3% |
| 30D | -6.0% | +6.3% | -12.3% | -9.1% |
| 3M | -0.1% | +3.3% | -3.4% | -1.8% |
| 6M | -8.6% | +14.5% | -23.0% | -16.0% |
| YTD | +6.1% | +42.7% | -36.6% | -15.7% |
| 1Y | +0.8% | +45.2% | -44.4% | -20.9% |
| 3Y | +26.8% | +173.8% | -147.0% | -33.5% |
| All | +87.1% | +223.3% | -136.2% | -11.9% |
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