+566.8%
CIEN vs W
+41.4%
+525.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.5% |
| 7D | -15.2% | -4.2% | -11.0% | -14.4% |
| 30D | -21.5% | -7.6% | -13.9% | -20.2% |
| 3M | -40.1% | +37.2% | -77.2% | -45.7% |
| 6M | -6.6% | +26.3% | -32.9% | -14.6% |
| YTD | +37.3% | -1.0% | +38.2% | +32.7% |
| 1Y | +174.5% | +20.1% | +154.5% | +148.8% |
| All | +566.8% | +41.4% | +525.4% | +392.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling