+163.8%
CIEN vs WBD
+122.7%
+41.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.0% | +4.6% |
| 7D | +8.9% | -0.7% | +9.6% | +9.0% |
| 30D | -19.1% | +1.4% | -20.5% | -19.3% |
| 3M | -21.5% | +4.4% | -25.9% | -21.9% |
| 6M | +2.8% | +0.8% | +2.0% | +2.5% |
| YTD | +49.5% | -2.7% | +52.2% | +49.0% |
| 1Y | +163.8% | +73.4% | +90.4% | +171.9% |
| All | +163.8% | +122.7% | +41.1% | +171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 1y: compounded portfolio wealth divided by compounded WBD 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…
1y analysis · Full analysis span regression · 6 months rolling