+44.5%
CIEN vs WAT
+20.2%
+24.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.5% |
| 7D | +15.3% | +0.6% | +14.7% | +15.1% |
| 30D | -22.0% | +5.4% | -27.4% | -22.2% |
| 3M | -36.6% | +11.3% | -47.9% | -37.5% |
| 6M | -51.5% | +37.4% | -88.9% | -53.3% |
| YTD | +20.0% | +21.2% | -1.2% | +10.1% |
| 1Y | +44.5% | +21.3% | +23.1% | +32.7% |
| All | +44.5% | +20.2% | +24.3% | +32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling