+23.0%
CDNS vs WAT
+51.4%
-28.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.7% |
| 7D | -14.0% | -1.3% | -12.7% | -13.7% |
| 30D | -13.2% | +2.3% | -15.5% | -13.7% |
| 3M | -28.9% | +8.7% | -37.6% | -30.5% |
| 6M | -4.2% | +28.3% | -32.5% | -10.9% |
| YTD | -6.4% | +7.8% | -14.1% | -9.1% |
| 1Y | -16.2% | +36.6% | -52.8% | -24.7% |
| All | +23.0% | +51.4% | -28.4% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling