+2,658.5%
CDNS vs WAT
+12,225.3%
-9,566.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.1% | +1.9% |
| 7D | +7.0% | +2.0% | +5.0% | +6.3% |
| 30D | -0.3% | +7.7% | -8.0% | -2.8% |
| 3M | +3.2% | +11.1% | -7.9% | -0.7% |
| 6M | -6.9% | +31.2% | -38.1% | -15.8% |
| YTD | +6.6% | +21.7% | -15.1% | -2.2% |
| 1Y | +5.6% | +19.3% | -13.7% | -2.6% |
| 3Y | +27.4% | +80.6% | -53.2% | -2.0% |
| 5Y | +83.7% | +29.5% | +54.2% | +57.8% |
| 10Y | +1,215.9% | +225.3% | +990.6% | +704.3% |
| All | +2,658.5% | +12,225.3% | -9,566.8% | +444.1% |
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