-15.8%
CDNS vs WAT
+34.9%
-50.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -6.5% | -2.9% | -3.7% | -5.9% |
| 30D | -13.0% | -3.2% | -9.8% | -12.4% |
| 3M | -26.0% | +10.6% | -36.6% | -27.3% |
| 6M | -2.8% | +34.0% | -36.9% | -7.9% |
| YTD | -8.8% | +5.7% | -14.6% | -11.0% |
| 1Y | -15.8% | +37.1% | -52.9% | -26.9% |
| All | -15.8% | +34.9% | -50.7% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling