+1,129.4%
CIEN vs SW
+755.0%
+374.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.1% | +1.0% |
| 7D | -15.2% | -5.1% | -10.1% | -14.8% |
| 30D | -21.5% | -4.6% | -16.9% | -21.2% |
| 3M | -40.1% | +9.4% | -49.5% | -40.6% |
| 6M | -6.6% | +3.5% | -10.1% | -7.1% |
| YTD | +37.3% | +22.0% | +15.2% | +34.5% |
| 1Y | +174.5% | +2.2% | +172.3% | +172.3% |
| 3Y | +562.3% | +19.6% | +542.7% | +547.5% |
| 5Y | +463.9% | -2.3% | +466.3% | +449.8% |
| 10Y | +1,302.4% | +181.4% | +1,121.0% | +1,185.2% |
| All | +1,129.4% | +755.0% | +374.4% | +1,035.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling