+6,634.9%
CDNS vs WEC
+4,422.3%
+2,212.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -0.1% | -0.5% | +0.5% | +0.1% |
| 30D | -5.5% | +12.0% | -17.5% | -9.1% |
| 3M | +0.5% | +11.1% | -10.5% | -3.2% |
| 6M | -9.6% | +6.0% | -15.6% | -11.9% |
| YTD | +5.3% | +14.3% | -8.9% | -0.4% |
| 1Y | +3.4% | +8.0% | -4.6% | -0.5% |
| 3Y | +25.9% | +62.8% | -37.0% | +2.4% |
| 5Y | +85.8% | +55.3% | +30.5% | +52.1% |
| 10Y | +1,199.9% | +193.2% | +1,006.7% | +699.8% |
| All | +6,634.9% | +4,422.3% | +2,212.6% | +1,107.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling