+8,919.3%
WMT vs CDNS
+5,916.4%
+3,002.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.7% |
| 7D | +0.1% | -9.2% | +9.4% | +1.2% |
| 30D | -5.0% | -16.3% | +11.3% | -3.1% |
| 3M | -11.3% | -27.9% | +16.6% | -8.1% |
| 6M | -13.8% | -4.3% | -9.5% | -14.0% |
| YTD | -4.2% | -9.1% | +4.9% | -4.2% |
| 1Y | +4.6% | -21.2% | +25.8% | +6.2% |
| 3Y | +100.5% | +19.4% | +81.1% | +91.1% |
| 5Y | +129.7% | +71.6% | +58.1% | +106.9% |
| 10Y | +423.4% | +1,005.1% | -581.6% | +272.9% |
| All | +8,919.3% | +5,916.4% | +3,002.8% | +3,864.0% |
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