+266.9%
WBD vs CDNS
+77.6%
+189.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | +1.0% | +0.2% | +0.8% | +0.9% |
| 30D | -1.4% | -3.2% | +1.8% | -0.3% |
| 3M | +1.0% | +0.6% | +0.4% | +0.7% |
| 6M | -11.2% | +5.1% | -16.3% | -13.0% |
| YTD | -2.4% | +19.4% | -21.8% | -8.5% |
| 1Y | -13.4% | +9.0% | -22.4% | -16.4% |
| 3Y | -40.3% | +92.6% | -132.9% | -53.2% |
| 5Y | +21.1% | +120.6% | -99.5% | -10.8% |
| 10Y | +273.5% | +32.1% | +241.4% | +143.7% |
| All | +266.9% | +77.6% | +189.4% | +118.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling