+147.9%
CIEN vs WAT
+5,474.5%
-5,326.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.6% |
| 7D | -15.2% | -1.3% | -13.9% | -14.7% |
| 30D | -21.5% | +2.3% | -23.8% | -22.3% |
| 3M | -40.1% | +8.7% | -48.8% | -42.4% |
| 6M | -6.6% | +28.3% | -34.9% | -17.6% |
| YTD | +37.3% | +7.8% | +29.5% | +29.1% |
| 1Y | +174.5% | +36.6% | +137.9% | +130.7% |
| 3Y | +562.3% | +45.7% | +516.6% | +414.6% |
| 5Y | +463.9% | -3.3% | +467.3% | +416.4% |
| 10Y | +1,302.4% | +162.1% | +1,140.3% | +658.2% |
| All | +147.9% | +5,474.5% | -5,326.7% | -63.0% |
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