+71.6%
CDNS vs WAT
-4.5%
+76.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.4% | -2.3% |
| 7D | -9.2% | -0.7% | -8.5% | -9.0% |
| 30D | -16.3% | -1.0% | -15.3% | -15.9% |
| 3M | -27.9% | +10.9% | -38.8% | -30.8% |
| 6M | -4.3% | +33.2% | -37.5% | -15.2% |
| YTD | -9.1% | +6.1% | -15.2% | -12.5% |
| 1Y | -21.2% | +30.2% | -51.5% | -30.9% |
| 3Y | +19.4% | +52.9% | -33.5% | -9.5% |
| 5Y | +71.6% | -5.1% | +76.7% | +70.6% |
| All | +71.6% | -4.5% | +76.1% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling