+2,644.6%
CDNS vs WAT
+12,580.5%
-9,935.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.4% |
| 7D | +2.4% | +3.4% | -1.0% | +1.3% |
| 30D | -6.0% | +9.6% | -15.6% | -9.0% |
| 3M | -0.1% | +15.5% | -15.6% | -5.1% |
| 6M | -8.6% | +33.9% | -42.5% | -17.9% |
| YTD | +6.1% | +25.2% | -19.1% | -3.7% |
| 1Y | +0.8% | +26.3% | -25.5% | -8.9% |
| 3Y | +26.8% | +85.8% | -59.0% | -3.4% |
| 5Y | +86.9% | +35.3% | +51.6% | +58.1% |
| 10Y | +1,235.1% | +231.8% | +1,003.3% | +710.3% |
| All | +2,644.6% | +12,580.5% | -9,935.9% | +436.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling