+344.2%
CIEN vs WING
+9.2%
+335.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +8.4% | +2.3% | +9.6% |
| 7D | -5.3% | +8.6% | -13.8% | -6.3% |
| 30D | -40.1% | +44.8% | -84.9% | -43.2% |
| 3M | -34.7% | +51.9% | -86.6% | -38.8% |
| 6M | -50.9% | +37.2% | -88.1% | -54.0% |
| YTD | +15.2% | -25.3% | +40.5% | +17.6% |
| 1Y | +35.2% | -25.1% | +60.3% | +37.4% |
| 3Y | +522.6% | -12.9% | +535.5% | +468.3% |
| 5Y | +344.2% | +12.0% | +332.2% | +232.1% |
| All | +344.2% | +9.2% | +335.0% | +232.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling