+328.8%
CIEN vs WETO
-99.4%
+428.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.1% | -8.1% | -1.1% |
| 7D | +5.4% | -19.9% | +25.3% | +5.5% |
| 30D | -13.7% | -42.7% | +29.0% | -14.2% |
| 3M | -23.0% | -97.7% | +74.7% | -20.5% |
| 6M | -0.8% | -94.4% | +93.6% | -1.1% |
| YTD | +43.1% | -97.0% | +140.1% | +43.8% |
| 1Y | +157.6% | -98.9% | +256.5% | +163.0% |
| All | +328.8% | -99.4% | +428.1% | +332.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling