+1,166.2%
CDNS vs WST
+456.5%
+709.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.5% |
| 7D | +1.0% | +4.2% | -3.3% | -0.5% |
| 30D | -2.0% | +11.2% | -13.2% | -5.6% |
| 3M | -0.2% | +20.4% | -20.6% | -6.8% |
| 6M | -8.9% | +37.9% | -46.8% | -19.2% |
| YTD | +3.3% | +51.8% | -48.5% | -12.4% |
| 1Y | +2.2% | +56.6% | -54.4% | -14.4% |
| 3Y | +22.4% | +24.2% | -1.8% | -0.1% |
| 5Y | +78.0% | +0.7% | +77.4% | +58.9% |
| All | +1,166.2% | +456.5% | +709.7% | +387.2% |
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