+1,166.2%
CDNS vs WMB
+282.5%
+883.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.0% |
| 7D | +1.0% | +7.8% | -6.9% | -1.1% |
| 30D | -2.0% | -5.1% | +3.1% | -0.7% |
| 3M | -0.2% | -4.7% | +4.5% | +0.7% |
| 6M | -8.9% | -7.4% | -1.5% | -7.6% |
| YTD | +3.3% | +17.5% | -14.1% | -2.6% |
| 1Y | +2.2% | +19.5% | -17.3% | -4.2% |
| 3Y | +22.4% | +121.3% | -98.9% | -4.6% |
| 5Y | +78.0% | +200.5% | -122.5% | +26.3% |
| All | +1,166.2% | +282.5% | +883.7% | +664.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 10y: compounded portfolio wealth divided by compounded WMB 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…
10y analysis · Full analysis span regression · 6 months rolling