+2,292.8%
CDNS vs WPM
+5,060.0%
-2,767.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +1.7% |
| 7D | +7.0% | -0.5% | +7.5% | +7.1% |
| 30D | -0.3% | -3.1% | +2.8% | +0.2% |
| 3M | +3.2% | -2.2% | +5.3% | +3.1% |
| 6M | -6.9% | -7.4% | +0.5% | -6.4% |
| YTD | +6.6% | +12.6% | -6.0% | +2.8% |
| 1Y | +5.6% | +22.8% | -17.2% | +0.2% |
| 3Y | +27.4% | +213.6% | -186.2% | +1.4% |
| 5Y | +83.7% | +211.2% | -127.5% | +44.5% |
| 10Y | +1,215.9% | +733.9% | +482.0% | +744.7% |
| All | +2,292.8% | +5,060.0% | -2,767.2% | +903.8% |
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