+44.5%
CIEN vs WAB
+42.5%
+1.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.7% | -3.7% |
| 7D | +15.3% | +5.1% | +10.2% | +10.1% |
| 30D | -22.0% | +4.0% | -26.0% | -23.9% |
| 3M | -36.6% | +0.1% | -36.7% | -36.2% |
| 6M | -51.5% | +12.8% | -64.2% | -56.2% |
| YTD | +20.0% | +40.1% | -20.1% | -4.8% |
| 1Y | +44.5% | +46.4% | -1.9% | +11.2% |
| All | +44.5% | +42.5% | +1.9% | +11.2% |
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