-9.9%
CDNS vs WM
+6.8%
-16.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.8% | +1.4% |
| 7D | -2.4% | +1.2% | -3.6% | -1.7% |
| 30D | -10.2% | +13.1% | -23.2% | -2.4% |
| 3M | -5.5% | +3.6% | -9.1% | -1.7% |
| 6M | -9.9% | +8.1% | -17.9% | -1.0% |
| All | -9.9% | +6.8% | -16.7% | -1.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling