-1.1%
CDNS vs WING
-23.2%
+22.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -2.0% | +1.8% |
| 7D | -3.8% | +21.0% | -24.7% | -3.9% |
| 30D | -6.8% | +56.9% | -63.7% | -7.1% |
| 3M | -3.3% | +38.4% | -41.6% | -3.5% |
| 6M | -5.7% | +12.0% | -17.7% | -5.6% |
| YTD | +5.4% | -29.2% | +34.7% | +8.7% |
| 1Y | -1.1% | -28.8% | +27.7% | +2.5% |
| All | -1.1% | -23.2% | +22.1% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 1y: compounded portfolio wealth divided by compounded WING 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…
1y analysis · Full analysis span regression · 6 months rolling