+21.2%
CDNS vs WST
-15.4%
+36.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.9% |
| 7D | -14.0% | +0.7% | -14.8% | -14.1% |
| 30D | -13.2% | -3.1% | -10.0% | -12.8% |
| 3M | -28.9% | +7.2% | -36.1% | -29.7% |
| 6M | -4.2% | +36.8% | -41.0% | -8.9% |
| YTD | -6.4% | +23.8% | -30.2% | -9.8% |
| 1Y | -16.2% | +37.8% | -54.0% | -20.6% |
| All | +21.2% | -15.4% | +36.6% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling