+8,627.7%
WFC vs CDNS
+6,098.4%
+2,529.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.9% | +1.7% |
| 7D | +3.8% | -14.0% | +17.8% | +7.0% |
| 30D | +1.5% | -13.2% | +14.6% | +4.3% |
| 3M | +10.9% | -28.9% | +39.8% | +18.4% |
| 6M | +8.4% | -4.2% | +12.6% | +8.1% |
| YTD | -1.9% | -6.4% | +4.5% | -2.1% |
| 1Y | +12.3% | -16.2% | +28.6% | +14.5% |
| 3Y | +132.3% | +20.2% | +112.1% | +114.5% |
| 5Y | +130.1% | +76.6% | +53.4% | +92.5% |
| 10Y | +134.4% | +1,029.7% | -895.3% | +30.0% |
| All | +8,627.7% | +6,098.4% | +2,529.3% | +2,555.6% |
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