+48.9%
CIEN vs W
+21.5%
+27.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +11.0% | -20.3% | -10.8% |
| 7D | -25.0% | +8.4% | -33.4% | -26.0% |
| 30D | -30.1% | +16.5% | -46.7% | -31.8% |
| 3M | -33.8% | +6.4% | -40.2% | -34.5% |
| 6M | -49.4% | +90.5% | -140.0% | -56.3% |
| YTD | +16.4% | +23.1% | -6.6% | +15.5% |
| 1Y | +48.9% | +24.3% | +24.6% | +45.6% |
| All | +48.9% | +21.5% | +27.4% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling