+1,460.5%
CIEN vs WAT
+156.2%
+1,304.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.1% |
| 7D | -4.6% | -1.8% | -2.8% | -4.0% |
| 30D | -12.8% | -1.7% | -11.1% | -12.3% |
| 3M | -23.1% | +9.1% | -32.1% | -25.6% |
| 6M | +6.1% | +32.4% | -26.3% | -5.6% |
| YTD | +44.5% | +6.6% | +37.9% | +38.1% |
| 1Y | +176.6% | +34.7% | +141.9% | +140.0% |
| 3Y | +601.0% | +53.6% | +547.4% | +449.6% |
| 5Y | +509.1% | -4.1% | +513.2% | +471.0% |
| 10Y | +1,460.5% | +167.9% | +1,292.6% | +791.4% |
| All | +1,460.5% | +156.2% | +1,304.3% | +791.4% |
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