+8,268.6%
WFC vs CDNS
+6,923.0%
+1,345.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.0% |
| 6M | +14.7% | -8.6% | +23.3% | +15.6% |
| YTD | -5.9% | +6.1% | -12.0% | -8.8% |
| 1Y | +1.8% | +0.8% | +1.0% | -0.3% |
| 3Y | +124.9% | +26.8% | +98.1% | +104.9% |
| 5Y | +92.7% | +86.9% | +5.9% | +59.1% |
| 10Y | +118.2% | +1,235.1% | -1,116.9% | +16.5% |
| All | +8,268.6% | +6,923.0% | +1,345.7% | +2,372.1% |
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