+1,026.7%
CDNS vs WU
-39.5%
+1,066.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -6.5% | -5.0% | -1.6% | -5.1% |
| 30D | -13.0% | -2.3% | -10.7% | -12.5% |
| 3M | -26.0% | -3.2% | -22.8% | -26.7% |
| 6M | -2.8% | -25.0% | +22.2% | +4.3% |
| YTD | -8.8% | -21.7% | +12.8% | -3.6% |
| 1Y | -15.8% | -9.0% | -6.9% | -15.6% |
| 3Y | +19.7% | -28.9% | +48.6% | +26.8% |
| 5Y | +70.8% | -51.0% | +121.8% | +103.4% |
| All | +1,026.7% | -39.5% | +1,066.2% | +1,038.3% |
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