+1,199.9%
CDNS vs WELL
+475.0%
+724.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -5.5% | +7.8% | -13.3% | -7.3% |
| 3M | +0.5% | +10.2% | -9.7% | -2.0% |
| 6M | -9.6% | +16.4% | -26.0% | -13.5% |
| YTD | +5.3% | +35.2% | -29.8% | -3.5% |
| 1Y | +3.4% | +30.5% | -27.1% | -4.5% |
| 3Y | +25.9% | +206.1% | -180.2% | -7.5% |
| 5Y | +85.8% | +228.3% | -142.5% | +32.9% |
| 10Y | +1,199.9% | +468.3% | +731.6% | +653.6% |
| All | +1,199.9% | +475.0% | +724.9% | +653.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 10y: compounded portfolio wealth divided by compounded WELL 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…
10y analysis · Full analysis span regression · 6 months rolling