+19.4%
CDNS vs WWD
+164.2%
-144.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.3% |
| 7D | -9.2% | +0.8% | -10.0% | -9.5% |
| 30D | -16.3% | -6.4% | -9.8% | -14.5% |
| 3M | -27.9% | -5.6% | -22.3% | -27.1% |
| 6M | -4.3% | -9.1% | +4.8% | -2.6% |
| YTD | -9.1% | +12.5% | -21.6% | -15.7% |
| 1Y | -21.2% | +41.3% | -62.6% | -35.1% |
| 3Y | +19.4% | +170.2% | -150.9% | -26.9% |
| All | +19.4% | +164.2% | -144.8% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling