+147.9%
CIEN vs GWW
+5,343.4%
-5,195.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.6% |
| 7D | -15.2% | +1.4% | -16.6% | -16.0% |
| 30D | -21.5% | +3.3% | -24.8% | -23.2% |
| 3M | -40.1% | +2.9% | -43.0% | -41.8% |
| 6M | -6.6% | +15.8% | -22.4% | -15.8% |
| YTD | +37.3% | +32.0% | +5.2% | +12.9% |
| 1Y | +174.5% | +29.9% | +144.6% | +127.8% |
| 3Y | +562.3% | +91.1% | +471.2% | +325.0% |
| 5Y | +463.9% | +223.9% | +240.0% | +147.5% |
| 10Y | +1,302.4% | +567.0% | +735.3% | +222.5% |
| All | +147.9% | +5,343.4% | -5,195.5% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling