+48.9%
CIEN vs WCC
+24.5%
+24.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.9% | +0.6% | 0.0% |
| 7D | -25.0% | -8.8% | -16.3% | -18.4% |
| 30D | -30.1% | -16.0% | -14.1% | -17.5% |
| 3M | -33.8% | -15.2% | -18.6% | -22.3% |
| 6M | -49.4% | -8.4% | -41.1% | -44.0% |
| YTD | +16.4% | +30.1% | -13.7% | -4.9% |
| 1Y | +48.9% | +26.4% | +22.4% | +26.2% |
| All | +48.9% | +24.5% | +24.4% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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