+6,443.8%
CDNS vs WST
+14,518.0%
-8,074.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.9% | +2.0% |
| 7D | -2.4% | -3.1% | +0.7% | -1.2% |
| 30D | -10.2% | +9.1% | -19.3% | -13.1% |
| 3M | -5.5% | +14.7% | -20.2% | -10.6% |
| 6M | -9.9% | +28.0% | -37.9% | -18.6% |
| YTD | +2.3% | +45.6% | -43.3% | -13.0% |
| 1Y | -1.4% | +45.7% | -47.1% | -16.3% |
| 3Y | +28.1% | +21.1% | +7.0% | +4.2% |
| 5Y | +79.7% | +0.3% | +79.4% | +54.6% |
| 10Y | +1,183.3% | +449.0% | +734.2% | +431.7% |
| All | +6,443.8% | +14,518.0% | -8,074.2% | +660.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling