+1,447.6%
CIEN vs WAB
+293.0%
+1,154.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.3% |
| 7D | -4.6% | +0.2% | -4.8% | -4.7% |
| 30D | -12.8% | -4.6% | -8.3% | -10.8% |
| 3M | -23.1% | +5.6% | -28.7% | -25.3% |
| 6M | +6.1% | +13.8% | -7.7% | +0.1% |
| YTD | +44.5% | +31.9% | +12.7% | +27.5% |
| 1Y | +176.6% | +48.3% | +128.4% | +131.9% |
| 3Y | +601.0% | +167.1% | +433.8% | +368.1% |
| 5Y | +509.1% | +222.9% | +286.2% | +277.5% |
| All | +1,447.6% | +293.0% | +1,154.7% | +664.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling