+145.0%
WFC vs CDNS
+1,060.3%
-915.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.6% | +0.5% |
| 7D | +0.4% | -1.1% | +1.5% | +0.7% |
| 30D | +1.5% | -10.4% | +12.0% | +4.2% |
| 3M | +10.2% | -24.6% | +34.8% | +18.0% |
| 6M | +18.8% | -1.6% | +20.4% | +17.1% |
| YTD | -1.5% | -7.4% | +5.9% | -1.8% |
| 1Y | +13.5% | -18.4% | +32.0% | +17.0% |
| 3Y | +135.0% | +19.0% | +116.0% | +108.3% |
| 5Y | +130.1% | +73.4% | +56.6% | +75.3% |
| All | +145.0% | +1,060.3% | -915.3% | +3.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling