+1,235.1%
CDNS vs WM
+329.9%
+905.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | +2.4% | +1.2% | +1.3% | +1.8% |
| 30D | -6.0% | +13.7% | -19.7% | -12.4% |
| 3M | -0.1% | +5.2% | -5.3% | -3.4% |
| 6M | -8.6% | +11.2% | -19.8% | -15.0% |
| YTD | +6.1% | +9.4% | -3.3% | -1.3% |
| 1Y | +0.8% | +20.4% | -19.6% | -11.6% |
| 3Y | +26.8% | +44.7% | -17.9% | -2.9% |
| 5Y | +86.9% | +58.5% | +28.4% | +33.6% |
| 10Y | +1,235.1% | +326.4% | +908.7% | +419.3% |
| All | +1,235.1% | +329.9% | +905.3% | +419.3% |
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