+1,184.7%
CIEN vs W
+228.8%
+955.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.8% | +1.7% |
| 7D | -9.3% | +1.1% | -10.4% | -9.6% |
| 30D | -39.5% | +6.4% | -45.9% | -40.2% |
| 3M | -29.8% | +9.0% | -38.8% | -31.2% |
| 6M | -50.4% | +69.8% | -120.2% | -56.0% |
| YTD | +16.3% | +12.1% | +4.3% | +10.4% |
| 1Y | +30.4% | 0.0% | +30.3% | +26.1% |
| 3Y | +516.6% | +160.3% | +356.2% | +371.3% |
| 5Y | +349.8% | -53.3% | +403.0% | +299.5% |
| 10Y | +1,184.7% | +217.0% | +967.7% | +563.5% |
| All | +1,184.7% | +228.8% | +955.9% | +563.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling