-21.3%
CDNS vs WING
-63.4%
+42.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | +0.1% |
| 7D | -7.2% | -2.3% | -4.9% | -7.1% |
| 30D | -14.3% | -5.6% | -8.6% | -14.1% |
| 3M | -27.2% | -22.9% | -4.3% | -26.7% |
| 6M | -4.5% | -50.4% | +45.9% | -1.5% |
| YTD | -9.0% | -53.3% | +44.4% | -5.4% |
| 1Y | -21.3% | -61.2% | +39.9% | -15.9% |
| All | -21.3% | -63.4% | +42.1% | -15.9% |
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