+1,188.7%
CIEN vs WM
+337.2%
+851.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.1% | +10.5% | +10.6% |
| 7D | -5.3% | -0.5% | -4.8% | -5.3% |
| 30D | -40.1% | +13.3% | -53.4% | -42.9% |
| 3M | -34.7% | +4.4% | -39.1% | -36.2% |
| 6M | -50.9% | +10.8% | -61.7% | -53.8% |
| YTD | +15.2% | +9.1% | +6.1% | +7.9% |
| 1Y | +35.2% | +19.1% | +16.0% | +20.8% |
| 3Y | +522.6% | +45.7% | +476.9% | +384.3% |
| 5Y | +344.2% | +60.4% | +283.8% | +220.8% |
| 10Y | +1,188.7% | +328.7% | +859.9% | +424.5% |
| All | +1,188.7% | +337.2% | +851.5% | +424.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling