+506.7%
CIEN vs WAT
-4.5%
+511.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +7.9% | +6.8% |
| 7D | -5.3% | -0.7% | -4.6% | -5.1% |
| 30D | -17.2% | -1.0% | -16.3% | -17.0% |
| 3M | -26.9% | +10.9% | -37.8% | -29.4% |
| 6M | +16.0% | +33.2% | -17.2% | +4.6% |
| YTD | +45.9% | +6.1% | +39.9% | +40.5% |
| 1Y | +186.8% | +30.2% | +156.6% | +155.7% |
| 3Y | +607.8% | +52.9% | +554.9% | +468.8% |
| 5Y | +506.7% | -5.1% | +511.9% | +400.0% |
| All | +506.7% | -4.5% | +511.2% | +400.0% |
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