+344.2%
CIEN vs WAT
+35.9%
+308.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.2% | +6.5% | +9.2% |
| 7D | -5.3% | +6.0% | -11.3% | -7.0% |
| 30D | -40.1% | +9.9% | -50.0% | -41.7% |
| 3M | -34.7% | +17.2% | -51.9% | -37.9% |
| 6M | -50.9% | +34.2% | -85.1% | -55.5% |
| YTD | +15.2% | +25.5% | -10.3% | +5.0% |
| 1Y | +35.2% | +28.3% | +6.9% | +22.3% |
| 3Y | +522.6% | +88.4% | +434.2% | +360.3% |
| 5Y | +344.2% | +36.1% | +308.1% | +266.5% |
| All | +344.2% | +35.9% | +308.3% | +266.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling