-18.4%
CDNS vs WPM
+46.6%
-65.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.2% |
| 7D | -1.1% | -0.6% | -0.6% | -1.1% |
| 30D | -10.4% | +14.4% | -24.9% | -12.2% |
| 3M | -24.6% | +37.0% | -61.6% | -28.2% |
| 6M | -1.6% | +4.1% | -5.8% | -3.6% |
| YTD | -7.4% | +31.7% | -39.1% | -9.3% |
| 1Y | -18.4% | +44.2% | -62.6% | -19.5% |
| All | -18.4% | +46.6% | -65.0% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling