+1,146.8%
CIEN vs WCN
+322.1%
+824.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +15.3% | +2.6% | +12.7% | +14.4% |
| 30D | -22.0% | +23.9% | -45.9% | -28.1% |
| 3M | -36.6% | +17.4% | -54.1% | -40.6% |
| 6M | -51.5% | +28.0% | -79.5% | -56.9% |
| YTD | +20.0% | +11.6% | +8.4% | +12.5% |
| 1Y | +44.5% | +16.9% | +27.6% | +32.0% |
| 3Y | +539.0% | +51.6% | +487.4% | +387.4% |
| 5Y | +356.8% | +48.0% | +308.9% | +246.1% |
| All | +1,146.8% | +322.1% | +824.8% | +422.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling