+1,166.2%
CDNS vs WU
-38.9%
+1,205.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.4% | -3.5% |
| 7D | +1.0% | -2.0% | +3.0% | +1.5% |
| 30D | -2.0% | +11.4% | -13.4% | -5.3% |
| 3M | -0.2% | -6.8% | +6.6% | +1.2% |
| 6M | -8.9% | -14.6% | +5.7% | -6.6% |
| YTD | +3.3% | -20.6% | +24.0% | +8.3% |
| 1Y | +2.2% | -15.4% | +17.6% | +4.8% |
| 3Y | +22.4% | -23.6% | +46.0% | +26.2% |
| 5Y | +78.0% | -43.4% | +121.4% | +100.0% |
| All | +1,166.2% | -38.9% | +1,205.1% | +1,146.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling