+157.6%
CIEN vs WCN
-9.4%
+167.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -1.9% |
| 7D | +5.4% | -4.4% | +9.8% | +1.9% |
| 30D | -13.7% | -4.4% | -9.2% | -16.2% |
| 3M | -23.0% | +0.5% | -23.5% | -22.9% |
| 6M | -0.8% | -3.3% | +2.4% | -0.4% |
| YTD | +43.1% | -8.5% | +51.5% | +40.6% |
| 1Y | +157.6% | -8.9% | +166.6% | +161.2% |
| All | +157.6% | -9.4% | +167.1% | +161.2% |
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