+5,887.0%
CDNS vs WM
+26,336.4%
-20,449.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.7% |
| 7D | -14.0% | -0.3% | -13.7% | -13.9% |
| 30D | -13.2% | -2.4% | -10.8% | -12.7% |
| 3M | -28.9% | +0.4% | -29.3% | -29.2% |
| 6M | -4.2% | -9.5% | +5.3% | -2.4% |
| YTD | -6.4% | +0.5% | -6.9% | -7.1% |
| 1Y | -16.2% | -1.1% | -15.1% | -16.7% |
| 3Y | +20.2% | +46.0% | -25.9% | +8.2% |
| 5Y | +76.6% | +51.8% | +24.8% | +58.0% |
| 10Y | +1,029.7% | +307.5% | +722.2% | +714.3% |
| All | +5,887.0% | +26,336.4% | -20,449.3% | +2,743.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling