+1,146.8%
CIEN vs WAT
+222.4%
+924.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.4% |
| 7D | +15.3% | +0.6% | +14.7% | +15.1% |
| 30D | -22.0% | +5.4% | -27.4% | -23.1% |
| 3M | -36.6% | +11.3% | -47.9% | -39.0% |
| 6M | -51.5% | +37.4% | -88.9% | -57.0% |
| YTD | +20.0% | +21.2% | -1.2% | +9.5% |
| 1Y | +44.5% | +21.3% | +23.1% | +31.8% |
| 3Y | +539.0% | +83.4% | +455.7% | +367.5% |
| 5Y | +356.8% | +29.0% | +327.9% | +280.7% |
| All | +1,146.8% | +222.4% | +924.4% | +551.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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