+787.7%
CIEN vs WBD
+209.2%
+578.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.5% | +13.8% | -46.3% | -34.9% |
| 7D | -32.5% | +13.8% | -46.3% | -34.9% |
| 30D | -32.5% | +13.8% | -46.3% | -34.9% |
| 3M | -32.5% | +13.8% | -46.3% | -34.9% |
| 6M | -13.0% | +13.3% | -26.3% | -16.0% |
| YTD | +66.6% | +7.4% | +59.2% | +63.0% |
| 1Y | +157.3% | +63.0% | +94.3% | +126.5% |
| All | +787.7% | +209.2% | +578.5% | +522.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling