+1,166.2%
CDNS vs WAT
+222.4%
+943.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.9% |
| 7D | +1.0% | +0.6% | +0.4% | +0.7% |
| 30D | -2.0% | +5.4% | -7.4% | -4.0% |
| 3M | -0.2% | +11.3% | -11.5% | -4.6% |
| 6M | -8.9% | +37.4% | -46.3% | -20.6% |
| YTD | +3.3% | +21.2% | -17.8% | -6.5% |
| 1Y | +2.2% | +21.3% | -19.1% | -7.7% |
| 3Y | +22.4% | +83.4% | -61.0% | -13.8% |
| 5Y | +78.0% | +29.0% | +49.0% | +46.8% |
| All | +1,166.2% | +222.4% | +943.8% | +665.7% |
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