+71.5%
CDNS vs WCN
+27.0%
+44.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.7% |
| 7D | -7.2% | -1.7% | -5.5% | -6.4% |
| 30D | -14.3% | -3.0% | -11.3% | -13.0% |
| 3M | -27.2% | +2.5% | -29.7% | -28.6% |
| 6M | -4.5% | -5.7% | +1.2% | -2.5% |
| YTD | -9.0% | -7.4% | -1.5% | -6.2% |
| 1Y | -21.3% | -8.6% | -12.7% | -18.6% |
| 3Y | +19.6% | +19.4% | +0.2% | +0.7% |
| 5Y | +71.5% | +27.2% | +44.3% | +30.6% |
| All | +71.5% | +27.0% | +44.5% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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