+355.8%
CIEN vs NWSA
+18.8%
+337.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.7% | -7.2% | -5.4% |
| 7D | +15.3% | +2.2% | +13.1% | +14.5% |
| 30D | -22.0% | -8.8% | -13.2% | -19.7% |
| 3M | -36.6% | -6.5% | -30.1% | -35.7% |
| 6M | -51.5% | +1.5% | -53.0% | -52.9% |
| YTD | +20.0% | +4.0% | +15.9% | +14.0% |
| 1Y | +44.5% | +3.4% | +41.0% | +37.4% |
| 3Y | +539.0% | +34.8% | +504.2% | +430.4% |
| All | +355.8% | +18.8% | +337.0% | +279.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 5y: compounded portfolio wealth divided by compounded NWSA 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…
5y analysis · Full analysis span regression · 6 months rolling