+1,152.0%
CIEN vs WING
+405.9%
+746.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | -15.2% | -3.9% | -11.3% | -14.6% |
| 30D | -21.5% | -11.6% | -9.9% | -20.1% |
| 3M | -40.1% | -24.2% | -15.9% | -37.8% |
| 6M | -6.6% | -54.1% | +47.5% | +6.1% |
| YTD | +37.3% | -53.9% | +91.2% | +53.4% |
| 1Y | +174.5% | -64.4% | +238.9% | +222.2% |
| 3Y | +562.3% | -30.2% | +592.5% | +525.3% |
| 5Y | +463.9% | -34.1% | +498.1% | +410.6% |
| 10Y | +1,302.4% | +342.1% | +960.2% | +687.2% |
| All | +1,152.0% | +405.9% | +746.1% | +578.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling