+48.9%
CIEN vs WCN
+16.1%
+32.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.8% | -12.0% | -6.6% |
| 7D | -25.0% | +6.7% | -31.7% | -19.9% |
| 30D | -30.1% | +24.3% | -54.4% | -14.1% |
| 3M | -33.8% | +16.1% | -49.9% | -22.2% |
| 6M | -49.4% | +19.9% | -69.4% | -38.6% |
| YTD | +16.4% | +10.1% | +6.3% | +39.5% |
| 1Y | +48.9% | +14.4% | +34.5% | +81.5% |
| All | +48.9% | +16.1% | +32.8% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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