+1,005.1%
CDNS vs WST
+321.8%
+683.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.3% | -2.7% |
| 7D | -9.2% | -0.3% | -9.0% | -9.2% |
| 30D | -16.3% | -4.6% | -11.6% | -14.9% |
| 3M | -27.9% | +5.7% | -33.6% | -29.6% |
| 6M | -4.3% | +37.6% | -41.9% | -15.7% |
| YTD | -9.1% | +23.0% | -32.1% | -16.7% |
| 1Y | -21.2% | +33.8% | -55.1% | -30.5% |
| 3Y | +19.4% | -13.4% | +32.7% | +13.8% |
| 5Y | +71.6% | -27.0% | +98.6% | +75.4% |
| 10Y | +1,005.1% | +324.5% | +680.5% | +390.7% |
| All | +1,005.1% | +321.8% | +683.2% | +390.7% |
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