+1,184.7%
CIEN vs WING
+675.9%
+508.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.2% | +1.8% |
| 7D | -9.3% | +5.0% | -14.3% | -10.1% |
| 30D | -39.5% | +38.7% | -78.2% | -43.4% |
| 3M | -29.8% | +44.7% | -74.5% | -35.3% |
| 6M | -50.4% | +31.5% | -81.8% | -54.2% |
| YTD | +16.3% | -28.4% | +44.8% | +19.1% |
| 1Y | +30.4% | -28.2% | +58.5% | +32.7% |
| 3Y | +516.6% | -18.4% | +535.0% | +470.7% |
| 5Y | +349.8% | +5.2% | +344.5% | +267.8% |
| 10Y | +1,184.7% | +699.8% | +484.9% | +484.4% |
| All | +1,184.7% | +675.9% | +508.8% | +484.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling