+14.6%
CDNS vs WETO
-99.4%
+114.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.1% | -6.9% | +0.1% |
| 7D | -6.5% | -19.9% | +13.3% | -6.5% |
| 30D | -13.0% | -42.7% | +29.7% | -13.8% |
| 3M | -26.0% | -97.7% | +71.7% | -26.7% |
| 6M | -2.8% | -94.4% | +91.6% | -2.7% |
| YTD | -8.8% | -97.0% | +88.2% | -10.1% |
| 1Y | -15.8% | -98.9% | +83.0% | -19.4% |
| All | +14.6% | -99.4% | +114.0% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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