+92.7%
WFC vs CDNS
+82.5%
+10.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | +0.9% | +2.4% | -1.6% | +0.3% |
| 30D | +3.3% | -6.0% | +9.3% | +4.4% |
| 3M | -1.4% | -0.1% | -1.3% | -1.9% |
| 6M | +14.7% | -8.6% | +23.3% | +15.6% |
| YTD | -5.9% | +6.1% | -12.0% | -9.3% |
| 1Y | +1.8% | +0.8% | +1.0% | -0.6% |
| 3Y | +124.9% | +26.8% | +98.1% | +98.3% |
| 5Y | +92.7% | +86.9% | +5.9% | +42.5% |
| All | +92.7% | +82.5% | +10.2% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling