+16.8%
CDNS vs WPM
+269.6%
-252.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -9.2% | +7.0% | -16.3% | -10.3% |
| 30D | -16.3% | +15.7% | -32.0% | -18.3% |
| 3M | -27.9% | +35.2% | -63.1% | -31.8% |
| 6M | -4.3% | +6.1% | -10.4% | -6.2% |
| YTD | -9.1% | +32.6% | -41.7% | -14.1% |
| 1Y | -21.2% | +46.9% | -68.1% | -27.0% |
| All | +16.8% | +269.6% | -252.8% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling