+85.8%
CDNS vs WM
+60.7%
+25.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.1% |
| 7D | -0.1% | +0.8% | -0.8% | -0.4% |
| 30D | -5.5% | +13.8% | -19.3% | -9.8% |
| 3M | +0.5% | +6.4% | -5.9% | -1.9% |
| 6M | -9.6% | +13.2% | -22.8% | -14.7% |
| YTD | +5.3% | +10.8% | -5.4% | -0.3% |
| 1Y | +3.4% | +20.2% | -16.8% | -6.4% |
| 3Y | +25.9% | +46.5% | -20.6% | -1.1% |
| 5Y | +85.8% | +61.3% | +24.5% | +31.8% |
| All | +85.8% | +60.7% | +25.1% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling