+298.2%
WBD vs CDNS
+1,992.2%
-1,694.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.8% |
| 7D | -1.8% | -14.0% | +12.2% | +2.8% |
| 30D | +8.8% | -13.2% | +21.9% | +13.4% |
| 3M | +4.6% | -28.9% | +33.5% | +15.5% |
| 6M | +1.1% | -4.2% | +5.2% | +0.7% |
| YTD | -2.0% | -6.4% | +4.4% | -2.4% |
| 1Y | +140.0% | -16.2% | +156.2% | +147.2% |
| 3Y | +144.4% | +20.2% | +124.2% | +116.4% |
| 5Y | -0.2% | +76.6% | -76.8% | -23.6% |
| 10Y | +9.1% | +1,029.7% | -1,020.6% | -59.5% |
| All | +298.2% | +1,992.2% | -1,694.0% | -13.2% |
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