+2,001.2%
CDNS vs WPM
+5,967.5%
-3,966.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.8% |
| 7D | -14.0% | +1.1% | -15.1% | -14.2% |
| 30D | -13.2% | +26.4% | -39.5% | -16.7% |
| 3M | -28.9% | +20.8% | -49.7% | -31.4% |
| 6M | -4.2% | +1.1% | -5.3% | -5.2% |
| YTD | -6.4% | +32.5% | -38.8% | -11.9% |
| 1Y | -16.2% | +51.5% | -67.7% | -23.4% |
| 3Y | +20.2% | +267.0% | -246.8% | -6.8% |
| 5Y | +76.6% | +250.1% | -173.5% | +36.4% |
| 10Y | +1,029.7% | +540.4% | +489.3% | +654.9% |
| All | +2,001.2% | +5,967.5% | -3,966.3% | +759.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling