+30.4%
CIEN vs W
+4.6%
+25.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.8% | +1.7% |
| 7D | -9.3% | +1.1% | -10.4% | -9.3% |
| 30D | -39.5% | +6.4% | -45.9% | -39.9% |
| 3M | -29.8% | +9.0% | -38.8% | -30.7% |
| 6M | -50.4% | +69.8% | -120.2% | -56.2% |
| YTD | +16.3% | +12.1% | +4.3% | +17.9% |
| 1Y | +30.4% | 0.0% | +30.3% | +35.6% |
| All | +30.4% | +4.6% | +25.7% | +35.6% |
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