+355.8%
CIEN vs WEC
+56.3%
+299.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.5% | -4.7% |
| 7D | +15.3% | +2.3% | +12.9% | +15.0% |
| 30D | -22.0% | +11.1% | -33.1% | -23.2% |
| 3M | -36.6% | +8.4% | -45.1% | -37.5% |
| 6M | -51.5% | +7.5% | -59.0% | -52.1% |
| YTD | +20.0% | +15.3% | +4.6% | +17.2% |
| 1Y | +44.5% | +9.7% | +34.7% | +42.2% |
| 3Y | +539.0% | +64.7% | +474.4% | +459.1% |
| All | +355.8% | +56.3% | +299.4% | +310.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 5y: compounded portfolio wealth divided by compounded WEC 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…
5y analysis · Full analysis span regression · 6 months rolling