+86.2%
CIEN vs WCN
+6,839.3%
-6,753.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.5% |
| 7D | -15.2% | -0.6% | -14.5% | -15.1% |
| 30D | -21.5% | +0.4% | -21.9% | -21.7% |
| 3M | -40.1% | +7.3% | -47.4% | -41.9% |
| 6M | -6.6% | -2.5% | -4.1% | -7.3% |
| YTD | +37.3% | -5.4% | +42.6% | +37.1% |
| 1Y | +174.5% | -8.5% | +183.0% | +176.1% |
| 3Y | +562.3% | +20.8% | +541.5% | +502.5% |
| 5Y | +463.9% | +30.0% | +433.9% | +398.4% |
| 10Y | +1,302.4% | +238.4% | +1,064.0% | +820.7% |
| All | +86.2% | +6,839.3% | -6,753.1% | -18.6% |
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 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