+592.2%
CIEN vs WCN
+19.5%
+572.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -1.2% |
| 7D | -4.6% | -1.7% | -2.8% | -4.8% |
| 30D | -12.8% | -3.0% | -9.8% | -13.2% |
| 3M | -23.1% | +2.5% | -25.6% | -23.3% |
| 6M | +6.1% | -5.7% | +11.8% | +6.8% |
| YTD | +44.5% | -7.4% | +52.0% | +46.0% |
| 1Y | +176.6% | -8.6% | +185.2% | +180.2% |
| All | +592.2% | +19.5% | +572.7% | +549.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling