+3.6%
WBD vs CDNS
+72.4%
-68.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.1% | -1.0% |
| 7D | -0.7% | -1.1% | +0.4% | -0.4% |
| 30D | +1.4% | -10.4% | +11.9% | +4.6% |
| 3M | +4.4% | -24.6% | +29.0% | +13.3% |
| 6M | +0.8% | -1.6% | +2.5% | -0.8% |
| YTD | -2.7% | -7.4% | +4.7% | -3.0% |
| 1Y | +73.4% | -18.4% | +91.8% | +80.3% |
| 3Y | +142.1% | +19.0% | +123.2% | +105.8% |
| All | +3.6% | +72.4% | -68.8% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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