+71.2%
CDNS vs WCC
+232.5%
-161.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.5% | -5.4% | -3.8% |
| 7D | -9.2% | +8.5% | -17.7% | -11.8% |
| 30D | -16.3% | -1.0% | -15.3% | -16.1% |
| 3M | -27.9% | +2.1% | -30.0% | -29.1% |
| 6M | -4.3% | +36.8% | -41.1% | -15.8% |
| YTD | -9.1% | +47.7% | -56.8% | -22.6% |
| 1Y | -21.2% | +66.5% | -87.7% | -36.2% |
| 3Y | +19.4% | +134.2% | -114.8% | -19.6% |
| All | +71.2% | +232.5% | -161.3% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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