+4,288.1%
CDNS vs WAB
+4,316.0%
-28.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.2% | -2.8% |
| 7D | +1.0% | +5.1% | -4.1% | -0.8% |
| 30D | -2.0% | +4.0% | -6.0% | -3.2% |
| 3M | -0.2% | +0.1% | -0.3% | -0.2% |
| 6M | -8.9% | +12.8% | -21.7% | -13.2% |
| YTD | +3.3% | +40.1% | -36.7% | -9.3% |
| 1Y | +2.2% | +46.4% | -44.1% | -11.7% |
| 3Y | +22.4% | +167.4% | -145.0% | -14.6% |
| 5Y | +78.0% | +215.0% | -137.0% | +16.9% |
| 10Y | +1,175.2% | +269.2% | +906.0% | +621.4% |
| All | +4,288.1% | +4,316.0% | -28.0% | +890.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling