+506.7%
CIEN vs WING
-35.4%
+542.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.1% | +6.3% |
| 7D | -5.3% | -0.1% | -5.1% | -5.2% |
| 30D | -17.2% | -6.0% | -11.2% | -16.9% |
| 3M | -26.9% | -23.5% | -3.4% | -25.0% |
| 6M | +16.0% | -52.0% | +68.0% | +27.6% |
| YTD | +45.9% | -53.8% | +99.7% | +59.5% |
| 1Y | +186.8% | -63.8% | +250.6% | +227.3% |
| 3Y | +607.8% | -30.8% | +638.6% | +555.0% |
| 5Y | +506.7% | -34.3% | +541.0% | +390.3% |
| All | +506.7% | -35.4% | +542.2% | +390.3% |
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