+77.4%
CDNS vs WM
+52.1%
+25.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.5% |
| 7D | -14.0% | -0.3% | -13.7% | -13.9% |
| 30D | -13.2% | -2.4% | -10.8% | -12.4% |
| 3M | -28.9% | +0.4% | -29.3% | -29.6% |
| 6M | -4.2% | -9.5% | +5.3% | -0.7% |
| YTD | -6.4% | +0.5% | -6.9% | -8.2% |
| 1Y | -16.2% | -1.1% | -15.1% | -17.3% |
| 3Y | +20.2% | +46.0% | -25.9% | -9.0% |
| All | +77.4% | +52.1% | +25.3% | +23.0% |
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