+174.5%
CIEN vs WETO
-98.9%
+273.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -20.8% | +21.9% | +1.2% |
| 7D | -15.2% | -55.4% | +40.2% | -14.9% |
| 30D | -21.5% | -48.5% | +27.0% | -21.7% |
| 3M | -40.1% | -97.5% | +57.4% | -37.6% |
| 6M | -6.6% | -94.2% | +87.6% | -6.3% |
| YTD | +37.3% | -97.0% | +134.3% | +36.7% |
| 1Y | +174.5% | -98.9% | +273.5% | +182.8% |
| All | +174.5% | -98.9% | +273.4% | +182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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