+70.6%
CIEN vs WCN
+8,078.4%
-8,007.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | +27.4% | +1.2% | +26.2% | +26.9% |
| 30D | -26.6% | +26.4% | -53.0% | -32.4% |
| 3M | -32.0% | +17.5% | -49.5% | -36.1% |
| 6M | -49.1% | +28.7% | -77.8% | -54.0% |
| YTD | +25.7% | +11.5% | +14.2% | +18.0% |
| 1Y | +40.3% | +15.9% | +24.4% | +30.0% |
| 3Y | +566.2% | +51.6% | +514.6% | +458.9% |
| 5Y | +378.7% | +47.9% | +330.8% | +302.5% |
| 10Y | +1,252.3% | +322.5% | +929.8% | +720.8% |
| All | +70.6% | +8,078.4% | -8,007.9% | -29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling