+543.5%
CIEN vs WBD
+6.4%
+537.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.0% | +4.6% |
| 7D | +8.9% | -0.7% | +9.6% | +9.1% |
| 30D | -19.1% | +1.4% | -20.5% | -19.4% |
| 3M | -21.5% | +4.4% | -25.9% | -22.3% |
| 6M | +2.8% | +0.8% | +2.0% | +2.6% |
| YTD | +49.5% | -2.7% | +52.2% | +50.3% |
| 1Y | +163.8% | +73.4% | +90.4% | +130.3% |
| 3Y | +615.8% | +142.1% | +473.7% | +447.0% |
| All | +543.5% | +6.4% | +537.1% | +481.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling