+3,876.3%
CDNS vs WAB
+4,092.2%
-215.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.3% |
| 7D | -14.0% | -3.2% | -10.8% | -13.0% |
| 30D | -13.2% | -4.4% | -8.7% | -11.8% |
| 3M | -28.9% | +7.9% | -36.8% | -31.2% |
| 6M | -4.2% | +8.7% | -12.9% | -7.9% |
| YTD | -6.4% | +33.0% | -39.3% | -16.3% |
| 1Y | -16.2% | +46.7% | -62.9% | -27.7% |
| 3Y | +20.2% | +153.0% | -132.8% | -14.7% |
| 5Y | +76.6% | +222.3% | -145.6% | +15.0% |
| 10Y | +1,029.7% | +291.0% | +738.7% | +524.7% |
| All | +3,876.3% | +4,092.2% | -215.9% | +813.5% |
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 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