+110.1%
CIEN vs WAB
+5,383.1%
-5,273.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.7% | +0.1% |
| 7D | -9.3% | +4.0% | -13.3% | -10.7% |
| 30D | -39.5% | +6.3% | -45.8% | -41.0% |
| 3M | -29.8% | +3.3% | -33.1% | -30.4% |
| 6M | -50.4% | +14.5% | -64.8% | -53.6% |
| YTD | +16.3% | +42.7% | -26.3% | -2.4% |
| 1Y | +30.4% | +45.2% | -14.8% | +8.6% |
| 3Y | +516.6% | +173.8% | +342.8% | +275.4% |
| 5Y | +349.8% | +223.8% | +126.0% | +149.6% |
| 10Y | +1,184.7% | +280.5% | +904.2% | +472.4% |
| All | +110.1% | +5,383.1% | -5,273.0% | -77.1% |
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