+1,026.7%
CDNS vs WWD
+490.2%
+536.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.6% |
| 7D | -6.5% | -2.9% | -3.7% | -5.7% |
| 30D | -13.0% | -6.6% | -6.4% | -11.1% |
| 3M | -26.0% | -9.3% | -16.7% | -24.0% |
| 6M | -2.8% | -13.6% | +10.8% | +0.7% |
| YTD | -8.8% | +10.4% | -19.2% | -13.7% |
| 1Y | -15.8% | +39.9% | -55.7% | -27.1% |
| 3Y | +19.7% | +165.0% | -145.3% | -17.2% |
| 5Y | +70.8% | +183.8% | -113.0% | +13.3% |
| All | +1,026.7% | +490.2% | +536.5% | +475.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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