+8,268.7%
WFC vs CDNS
+6,958.5%
+1,310.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | -0.3% |
| 7D | +1.7% | +7.0% | -5.3% | +0.3% |
| 30D | +6.8% | -0.3% | +7.1% | +6.7% |
| 3M | -3.0% | +3.2% | -6.1% | -4.2% |
| 6M | +15.4% | -6.9% | +22.3% | +15.9% |
| YTD | -5.9% | +6.6% | -12.5% | -8.9% |
| 1Y | +1.7% | +5.6% | -4.0% | -1.5% |
| 3Y | +124.9% | +27.4% | +97.5% | +104.7% |
| 5Y | +90.5% | +83.7% | +6.8% | +57.8% |
| 10Y | +117.8% | +1,215.9% | -1,098.1% | +16.7% |
| All | +8,268.7% | +6,958.5% | +1,310.1% | +2,369.4% |
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 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