+70.8%
CDNS vs WEC
+30.3%
+40.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.1% |
| 7D | -6.5% | -1.3% | -5.3% | -6.5% |
| 30D | -13.0% | -0.4% | -12.6% | -13.0% |
| 3M | -26.0% | -6.8% | -19.2% | -26.0% |
| 6M | -2.8% | -6.4% | +3.6% | -2.8% |
| YTD | -8.8% | +2.5% | -11.3% | -9.5% |
| 1Y | -15.8% | -0.4% | -15.4% | -16.3% |
| 3Y | +19.7% | +38.5% | -18.8% | +12.7% |
| 5Y | +70.8% | +31.7% | +39.1% | +58.4% |
| All | +70.8% | +30.3% | +40.4% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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