+48.9%
CIEN vs WAB
+46.5%
+2.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.1% | -10.4% | -10.2% |
| 7D | -25.0% | +4.5% | -29.6% | -28.1% |
| 30D | -30.1% | +1.1% | -31.2% | -30.8% |
| 3M | -33.8% | -1.3% | -32.5% | -33.1% |
| 6M | -49.4% | +12.7% | -62.2% | -54.8% |
| YTD | +16.4% | +38.7% | -22.3% | -11.5% |
| 1Y | +48.9% | +44.9% | +3.9% | +10.1% |
| All | +48.9% | +46.5% | +2.3% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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