+128.6%
CIEN vs WAT
+6,312.3%
-6,183.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.0% | +9.8% | +9.2% |
| 7D | +8.7% | +0.7% | +8.0% | +8.7% |
| 30D | -26.9% | +9.0% | -35.9% | -29.3% |
| 3M | -23.6% | +13.5% | -37.1% | -27.7% |
| 6M | -49.1% | +35.3% | -84.4% | -55.7% |
| YTD | +26.6% | +24.0% | +2.6% | +12.1% |
| 1Y | +42.7% | +22.0% | +20.8% | +27.4% |
| 3Y | +570.8% | +84.0% | +486.8% | +371.2% |
| 5Y | +386.4% | +34.4% | +352.1% | +285.3% |
| 10Y | +1,261.7% | +231.4% | +1,030.3% | +566.5% |
| All | +128.6% | +6,312.3% | -6,183.7% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling