+1,235.1%
CDNS vs WST
+446.4%
+788.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.4% |
| 7D | +2.4% | +1.4% | +1.1% | +2.0% |
| 30D | -6.0% | +12.7% | -18.7% | -9.9% |
| 3M | -0.1% | +17.2% | -17.2% | -5.8% |
| 6M | -8.6% | +26.7% | -35.2% | -16.4% |
| YTD | +6.1% | +50.3% | -44.2% | -9.7% |
| 1Y | +0.8% | +50.2% | -49.4% | -14.3% |
| 3Y | +26.8% | +21.7% | +5.1% | +4.5% |
| 5Y | +86.9% | +2.0% | +84.8% | +65.1% |
| 10Y | +1,235.1% | +451.1% | +784.0% | +421.6% |
| All | +1,235.1% | +446.4% | +788.7% | +421.6% |
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