+9,479.3%
CDNS vs WWD
+15,408.5%
-5,929.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -4.3% |
| 7D | -14.0% | +1.3% | -15.3% | -14.4% |
| 30D | -13.2% | -7.2% | -6.0% | -11.2% |
| 3M | -28.9% | -3.8% | -25.1% | -28.4% |
| 6M | -4.2% | -9.9% | +5.7% | -2.1% |
| YTD | -6.4% | +14.8% | -21.2% | -12.0% |
| 1Y | -16.2% | +42.1% | -58.3% | -26.9% |
| 3Y | +20.2% | +170.8% | -150.6% | -15.0% |
| 5Y | +76.6% | +197.5% | -120.9% | +19.7% |
| 10Y | +1,029.7% | +477.8% | +551.9% | +475.8% |
| All | +9,479.3% | +15,408.5% | -5,929.3% | +2,241.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling