+176.6%
CIEN vs W
+15.1%
+161.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -4.6% | +5.9% | -10.5% | -5.4% |
| 30D | -12.8% | -3.0% | -9.8% | -12.5% |
| 3M | -23.1% | +40.3% | -63.4% | -28.4% |
| 6M | +6.1% | +32.2% | -26.1% | -0.6% |
| YTD | +44.5% | -0.3% | +44.8% | +44.9% |
| 1Y | +176.6% | +16.2% | +160.5% | +170.2% |
| All | +176.6% | +15.1% | +161.5% | +170.2% |
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