+108.0%
CIEN vs WAT
+6,391.2%
-6,283.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.2% | +6.5% | +8.8% |
| 7D | -5.3% | +6.0% | -11.3% | -7.5% |
| 30D | -40.1% | +9.9% | -50.0% | -42.3% |
| 3M | -34.7% | +17.2% | -51.9% | -39.0% |
| 6M | -50.9% | +34.2% | -85.1% | -57.1% |
| YTD | +15.2% | +25.5% | -10.3% | +1.5% |
| 1Y | +35.2% | +28.3% | +6.9% | +18.0% |
| 3Y | +522.6% | +88.4% | +434.2% | +332.8% |
| 5Y | +344.2% | +36.1% | +308.1% | +249.9% |
| 10Y | +1,188.7% | +234.8% | +953.9% | +528.0% |
| All | +108.0% | +6,391.2% | -6,283.3% | -71.0% |
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 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