+1,026.7%
CDNS vs WAT
+166.5%
+860.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -6.5% | -2.9% | -3.7% | -5.4% |
| 30D | -13.0% | -3.2% | -9.8% | -11.8% |
| 3M | -26.0% | +10.6% | -36.6% | -29.1% |
| 6M | -2.8% | +34.0% | -36.9% | -14.9% |
| YTD | -8.8% | +5.7% | -14.6% | -12.5% |
| 1Y | -15.8% | +37.1% | -52.9% | -28.3% |
| 3Y | +19.7% | +52.4% | -32.7% | -8.3% |
| 5Y | +70.8% | -4.4% | +75.2% | +60.8% |
| All | +1,026.7% | +166.5% | +860.2% | +601.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling