+607.8%
CIEN vs WAB
+168.6%
+439.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.8% | +5.9% |
| 7D | -5.3% | +1.7% | -6.9% | -6.6% |
| 30D | -17.2% | -2.4% | -14.8% | -15.5% |
| 3M | -26.9% | +9.7% | -36.5% | -33.2% |
| 6M | +16.0% | +16.5% | -0.5% | +1.4% |
| YTD | +45.9% | +33.7% | +12.2% | +13.9% |
| 1Y | +186.8% | +49.7% | +137.1% | +104.0% |
| 3Y | +607.8% | +170.9% | +436.8% | +233.5% |
| All | +607.8% | +168.6% | +439.2% | +233.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling