+12.3%
WFC vs CDNS
-15.6%
+28.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.9% | +1.2% |
| 7D | +3.8% | -14.0% | +17.8% | +5.1% |
| 30D | +1.5% | -13.2% | +14.6% | +2.7% |
| 3M | +10.9% | -28.9% | +39.8% | +14.2% |
| 6M | +8.4% | -4.2% | +12.6% | +6.8% |
| YTD | -1.9% | -6.4% | +4.5% | -3.3% |
| 1Y | +12.3% | -16.2% | +28.6% | +12.4% |
| All | +12.3% | -15.6% | +28.0% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling