+1,475.7%
CIEN vs W
+142.0%
+1,333.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.2% |
| 7D | -5.3% | +6.5% | -11.8% | -6.4% |
| 30D | -17.2% | -6.2% | -11.0% | -16.4% |
| 3M | -26.9% | +48.9% | -75.7% | -33.2% |
| 6M | +16.0% | +31.2% | -15.2% | +7.7% |
| YTD | +45.9% | -0.4% | +46.4% | +41.8% |
| 1Y | +186.8% | +14.8% | +172.0% | +169.3% |
| 3Y | +607.8% | +40.5% | +567.3% | +497.5% |
| 5Y | +506.7% | -62.1% | +568.9% | +460.0% |
| All | +1,475.7% | +142.0% | +1,333.7% | +726.1% |
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