+147.9%
CIEN vs WAB
+5,010.4%
-4,862.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.7% |
| 7D | -15.2% | -3.2% | -12.0% | -13.7% |
| 30D | -21.5% | -4.4% | -17.0% | -19.6% |
| 3M | -40.1% | +7.9% | -47.9% | -42.7% |
| 6M | -6.6% | +8.7% | -15.3% | -10.2% |
| YTD | +37.3% | +33.0% | +4.3% | +18.6% |
| 1Y | +174.5% | +46.7% | +127.9% | +126.0% |
| 3Y | +562.3% | +153.0% | +409.3% | +316.8% |
| 5Y | +463.9% | +222.3% | +241.7% | +211.5% |
| 10Y | +1,302.4% | +291.0% | +1,011.4% | +509.7% |
| All | +147.9% | +5,010.4% | -4,862.5% | -72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling