+522.6%
CIEN vs WING
-13.5%
+536.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +8.4% | +2.3% | +10.3% |
| 7D | -5.3% | +8.6% | -13.8% | -5.6% |
| 30D | -40.1% | +44.8% | -84.9% | -41.4% |
| 3M | -34.7% | +51.9% | -86.6% | -36.5% |
| 6M | -50.9% | +37.2% | -88.1% | -52.4% |
| YTD | +15.2% | -25.3% | +40.5% | +17.9% |
| 1Y | +35.2% | -25.1% | +60.3% | +37.8% |
| 3Y | +522.6% | -12.9% | +535.5% | +469.0% |
| All | +522.6% | -13.5% | +536.1% | +469.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling