+85.8%
CDNS vs WEC
+53.2%
+32.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -0.1% | -0.5% | +0.5% | -0.1% |
| 30D | -5.5% | +12.0% | -17.5% | -5.4% |
| 3M | +0.5% | +11.1% | -10.5% | +0.6% |
| 6M | -9.6% | +6.0% | -15.6% | -9.5% |
| YTD | +5.3% | +14.3% | -8.9% | +4.7% |
| 1Y | +3.4% | +8.0% | -4.6% | +3.3% |
| 3Y | +25.9% | +62.8% | -37.0% | +16.6% |
| 5Y | +85.8% | +55.3% | +30.5% | +69.8% |
| All | +85.8% | +53.2% | +32.6% | +69.8% |
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