+22.4%
CDNS vs WWD
+148.2%
-125.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.9% |
| 7D | +1.0% | +4.0% | -3.0% | -0.4% |
| 30D | -2.0% | +0.4% | -2.4% | -2.2% |
| 3M | -0.2% | -7.9% | +7.7% | +2.3% |
| 6M | -8.9% | -10.6% | +1.7% | -6.3% |
| YTD | +3.3% | +9.4% | -6.1% | -3.1% |
| 1Y | +2.2% | +25.7% | -23.5% | -10.7% |
| 3Y | +22.4% | +148.5% | -126.2% | -16.9% |
| All | +22.4% | +148.2% | -125.8% | -16.9% |
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