+30.4%
CIEN vs WING
-28.4%
+58.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.2% | +0.5% |
| 7D | -9.3% | +5.0% | -14.3% | -8.8% |
| 30D | -39.5% | +38.7% | -78.2% | -37.0% |
| 3M | -29.8% | +44.7% | -74.5% | -26.7% |
| 6M | -50.4% | +31.5% | -81.8% | -48.8% |
| YTD | +16.3% | -28.4% | +44.8% | +14.7% |
| 1Y | +30.4% | -28.2% | +58.5% | +28.6% |
| All | +30.4% | -28.4% | +58.8% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling