+71.6%
CDNS vs WWD
+192.1%
-120.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.2% |
| 7D | -9.2% | +0.8% | -10.0% | -9.5% |
| 30D | -16.3% | -6.4% | -9.8% | -14.2% |
| 3M | -27.9% | -5.6% | -22.3% | -26.9% |
| 6M | -4.3% | -9.1% | +4.8% | -2.4% |
| YTD | -9.1% | +12.5% | -21.6% | -16.0% |
| 1Y | -21.2% | +41.3% | -62.6% | -35.1% |
| 3Y | +19.4% | +170.2% | -150.9% | -28.1% |
| 5Y | +71.6% | +192.5% | -120.9% | -6.3% |
| All | +71.6% | +192.1% | -120.5% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling