+130.7%
WFC vs CDNS
+17.7%
+113.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.8% |
| 7D | +1.1% | -9.2% | +10.3% | +2.6% |
| 30D | +0.8% | -16.3% | +17.1% | +3.5% |
| 3M | +9.3% | -27.9% | +37.2% | +14.8% |
| 6M | +10.6% | -4.3% | +15.0% | +9.7% |
| YTD | -4.1% | -9.1% | +5.0% | -4.3% |
| 1Y | +13.6% | -21.2% | +34.8% | +16.3% |
| 3Y | +130.7% | +19.4% | +111.4% | +109.5% |
| All | +130.7% | +17.7% | +113.1% | +109.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling