+6,683.5%
CDNS vs WST
+14,993.3%
-8,309.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | +2.4% | +1.4% | +1.0% | +2.0% |
| 30D | -6.0% | +12.8% | -18.8% | -10.3% |
| 3M | -0.1% | +17.2% | -17.3% | -6.3% |
| 6M | -8.6% | +26.7% | -35.3% | -17.1% |
| YTD | +6.1% | +50.4% | -44.3% | -10.9% |
| 1Y | +0.8% | +50.3% | -49.5% | -15.5% |
| 3Y | +26.8% | +21.8% | +5.0% | +3.2% |
| 5Y | +86.9% | +2.1% | +84.8% | +59.8% |
| 10Y | +1,235.1% | +451.4% | +783.7% | +452.7% |
| All | +6,683.5% | +14,993.3% | -8,309.8% | +678.5% |
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