+1,176.6%
CDNS vs WST
+448.5%
+728.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.9% | +2.1% |
| 7D | -2.4% | -3.1% | +0.7% | -1.3% |
| 30D | -10.2% | +9.1% | -19.3% | -12.9% |
| 3M | -5.5% | +14.7% | -20.2% | -10.2% |
| 6M | -9.9% | +28.0% | -37.9% | -18.0% |
| YTD | +2.3% | +45.6% | -43.3% | -11.9% |
| 1Y | -1.4% | +45.7% | -47.1% | -15.3% |
| 3Y | +28.1% | +21.1% | +7.0% | +5.1% |
| 5Y | +79.7% | +0.3% | +79.4% | +59.2% |
| All | +1,176.6% | +448.5% | +728.1% | +404.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling