+5,887.0%
CDNS vs WSM
+34,755.7%
-28,868.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.1% | -4.5% |
| 7D | -14.0% | -3.3% | -10.7% | -13.3% |
| 30D | -13.2% | -8.4% | -4.8% | -11.3% |
| 3M | -28.9% | +9.7% | -38.6% | -30.8% |
| 6M | -4.2% | +16.7% | -20.8% | -8.2% |
| YTD | -6.4% | +28.7% | -35.0% | -12.6% |
| 1Y | -16.2% | +13.7% | -29.9% | -19.6% |
| 3Y | +20.2% | +230.1% | -209.9% | -14.2% |
| 5Y | +76.6% | +179.0% | -102.3% | +27.4% |
| 10Y | +1,029.7% | +1,002.5% | +27.1% | +436.2% |
| All | +5,887.0% | +34,755.7% | -28,868.6% | +920.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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