+1,902.5%
CIEN vs WBD
+293.1%
+1,609.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -15.2% | -1.8% | -13.4% | -14.6% |
| 30D | -21.5% | +8.8% | -30.3% | -23.9% |
| 3M | -40.1% | +4.6% | -44.7% | -41.1% |
| 6M | -6.6% | +1.1% | -7.6% | -7.0% |
| YTD | +37.3% | -2.0% | +39.2% | +38.1% |
| 1Y | +174.5% | +140.0% | +34.5% | +91.6% |
| 3Y | +562.3% | +144.4% | +417.9% | +321.1% |
| 5Y | +463.9% | -0.2% | +464.2% | +362.3% |
| 10Y | +1,302.4% | +9.1% | +1,293.2% | +753.9% |
| All | +1,902.5% | +293.1% | +1,609.4% | +460.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling