+1,133.6%
CDNS vs WTW
+1,094.8%
+38.8%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.7% | +1.9% |
| 7D | -7.2% | -7.1% | -0.1% | -3.9% |
| 30D | -14.3% | -8.5% | -5.7% | -10.7% |
| 3M | -27.2% | +20.6% | -47.8% | -34.0% |
| 6M | -4.5% | +7.2% | -11.7% | -9.0% |
| YTD | -9.0% | -3.9% | -5.1% | -9.7% |
| 1Y | -21.3% | -3.6% | -17.7% | -22.4% |
| 3Y | +19.6% | +60.7% | -41.1% | -11.7% |
| 5Y | +71.5% | +42.2% | +29.4% | +34.4% |
| 10Y | +1,036.6% | +195.5% | +841.1% | +492.4% |
| All | +1,133.6% | +1,094.8% | +38.8% | +390.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling