+174.5%
CIEN vs WAB
+48.2%
+126.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.5% |
| 7D | -15.2% | -3.2% | -12.0% | -13.0% |
| 30D | -21.5% | -4.4% | -17.0% | -18.5% |
| 3M | -40.1% | +7.9% | -47.9% | -44.3% |
| 6M | -6.6% | +8.7% | -15.3% | -14.2% |
| YTD | +37.3% | +33.0% | +4.3% | +11.6% |
| 1Y | +174.5% | +46.7% | +127.9% | +114.3% |
| All | +174.5% | +48.2% | +126.4% | +114.3% |
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