+1,096.6%
CIEN vs SW
+182.7%
+913.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.6% |
| 7D | -24.1% | +2.3% | -26.4% | -24.4% |
| 30D | -45.5% | +6.8% | -52.3% | -46.0% |
| 3M | -39.7% | -5.2% | -34.5% | -39.4% |
| 6M | -57.8% | +7.4% | -65.2% | -58.4% |
| YTD | +4.1% | +17.4% | -13.3% | +0.7% |
| 1Y | +20.8% | +27.1% | -6.3% | +15.7% |
| 3Y | +463.1% | +47.9% | +415.3% | +431.2% |
| 5Y | +302.3% | -2.6% | +304.9% | +285.8% |
| All | +1,096.6% | +182.7% | +913.9% | +712.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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