+6,270.2%
CDNS vs WM
+29,154.7%
-22,884.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.2% | -6.7% | -5.8% |
| 7D | -9.1% | +4.5% | -13.6% | -10.1% |
| 30D | -13.4% | +16.1% | -29.4% | -16.6% |
| 3M | -7.6% | +8.0% | -15.6% | -9.7% |
| 6M | -11.9% | +8.4% | -20.4% | -14.3% |
| YTD | -0.4% | +11.2% | -11.6% | -3.8% |
| 1Y | -4.9% | +22.3% | -27.3% | -10.5% |
| 3Y | +24.8% | +50.2% | -25.4% | +11.4% |
| 5Y | +75.0% | +63.3% | +11.7% | +53.2% |
| 10Y | +1,149.2% | +355.0% | +794.2% | +774.3% |
| All | +6,270.2% | +29,154.7% | -22,884.6% | +2,843.0% |
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 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