+73.1%
CDNS vs WTW
+41.9%
+31.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -6.5% | -7.8% | +1.3% | -4.2% |
| 30D | -13.0% | -7.9% | -5.1% | -10.8% |
| 3M | -26.0% | +19.9% | -46.0% | -30.6% |
| 6M | -2.8% | +9.8% | -12.6% | -6.5% |
| YTD | -8.8% | -3.3% | -5.5% | -9.0% |
| 1Y | -15.8% | -3.3% | -12.5% | -16.3% |
| 3Y | +19.7% | +61.5% | -41.8% | -14.4% |
| All | +73.1% | +41.9% | +31.2% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 5y: compounded portfolio wealth divided by compounded WTW 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…
5y analysis · Full analysis span regression · 6 months rolling