+1,500.5%
CIEN vs GWW
+570.2%
+930.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +4.2% |
| 7D | +8.9% | -3.4% | +12.2% | +10.2% |
| 30D | -19.1% | -1.9% | -17.2% | -18.7% |
| 3M | -21.5% | -2.4% | -19.1% | -21.3% |
| 6M | +2.8% | +15.7% | -12.9% | -3.5% |
| YTD | +49.5% | +27.6% | +21.9% | +34.4% |
| 1Y | +163.8% | +27.2% | +136.6% | +137.6% |
| 3Y | +615.8% | +89.7% | +526.2% | +456.3% |
| 5Y | +548.4% | +223.9% | +324.5% | +308.5% |
| All | +1,500.5% | +570.2% | +930.3% | +736.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling