+1,814.1%
CIEN vs W
+176.2%
+1,637.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.7% |
| 7D | -15.2% | -4.2% | -11.0% | -14.6% |
| 30D | -21.5% | -7.6% | -13.9% | -20.5% |
| 3M | -40.1% | +37.2% | -77.2% | -44.1% |
| 6M | -6.6% | +26.3% | -32.9% | -12.2% |
| YTD | +37.3% | -1.0% | +38.2% | +33.8% |
| 1Y | +174.5% | +20.1% | +154.5% | +156.9% |
| 3Y | +562.3% | +37.8% | +524.5% | +468.6% |
| 5Y | +463.9% | -63.7% | +527.6% | +423.9% |
| 10Y | +1,302.4% | +156.3% | +1,146.0% | +769.2% |
| All | +1,814.1% | +176.2% | +1,637.9% | +1,094.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling