+718.7%
CDNS vs WCN
+6,839.3%
-6,120.6%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.7% |
| 7D | -14.0% | -0.6% | -13.4% | -13.8% |
| 30D | -13.2% | +0.4% | -13.6% | -13.3% |
| 3M | -28.9% | +7.3% | -36.2% | -30.6% |
| 6M | -4.2% | -2.5% | -1.7% | -4.2% |
| YTD | -6.4% | -5.4% | -1.0% | -5.7% |
| 1Y | -16.2% | -8.5% | -7.8% | -14.9% |
| 3Y | +20.2% | +20.8% | -0.6% | +12.4% |
| 5Y | +76.6% | +30.0% | +46.6% | +62.4% |
| 10Y | +1,029.7% | +238.4% | +791.3% | +726.9% |
| All | +718.7% | +6,839.3% | -6,120.6% | +311.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling