+2,331.0%
CIEN vs WBD
+330.6%
+2,000.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.5% | +13.8% | -46.3% | -37.3% |
| 7D | -32.5% | +13.8% | -46.3% | -37.3% |
| 30D | -32.5% | +13.8% | -46.3% | -37.3% |
| 3M | -32.5% | +13.8% | -46.3% | -37.3% |
| 6M | -13.0% | +13.3% | -26.3% | -19.1% |
| YTD | +66.6% | +7.4% | +59.2% | +58.0% |
| 1Y | +157.3% | +63.0% | +94.3% | +107.7% |
| 3Y | +790.7% | +206.7% | +584.0% | +406.8% |
| 5Y | +650.3% | +18.4% | +631.9% | +459.5% |
| 10Y | +1,675.4% | +11.8% | +1,663.6% | +961.8% |
| All | +2,331.0% | +330.6% | +2,000.4% | +541.5% |
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