+1,166.2%
CDNS vs WPM
+749.7%
+416.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | +1.0% | -3.6% | +4.5% | +1.6% |
| 30D | -2.0% | +1.4% | -3.4% | -2.3% |
| 3M | -0.2% | -0.2% | -0.1% | -0.6% |
| 6M | -8.9% | -7.3% | -1.6% | -8.5% |
| YTD | +3.3% | +12.3% | -9.0% | -0.4% |
| 1Y | +2.2% | +24.9% | -22.7% | -3.4% |
| 3Y | +22.4% | +210.4% | -188.0% | -3.5% |
| 5Y | +78.0% | +210.4% | -132.3% | +37.9% |
| All | +1,166.2% | +749.7% | +416.5% | +815.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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