+1,199.9%
CDNS vs WM
+332.5%
+867.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.3% |
| 7D | -0.1% | +0.8% | -0.8% | -0.5% |
| 30D | -5.5% | +13.8% | -19.3% | -11.9% |
| 3M | +0.5% | +6.4% | -5.9% | -3.3% |
| 6M | -9.6% | +13.2% | -22.8% | -16.7% |
| YTD | +5.3% | +10.8% | -5.4% | -2.6% |
| 1Y | +3.4% | +20.2% | -16.8% | -9.1% |
| 3Y | +25.9% | +46.5% | -20.6% | -4.1% |
| 5Y | +85.8% | +61.3% | +24.5% | +31.7% |
| 10Y | +1,199.9% | +324.8% | +875.1% | +417.6% |
| All | +1,199.9% | +332.5% | +867.4% | +417.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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