+1,311.0%
CIEN vs WM
+305.9%
+1,005.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.5% |
| 7D | -15.2% | -0.3% | -14.9% | -15.1% |
| 30D | -21.5% | -2.4% | -19.1% | -21.0% |
| 3M | -40.1% | +0.4% | -40.5% | -41.1% |
| 6M | -6.6% | -9.5% | +2.9% | -4.6% |
| YTD | +37.3% | +0.5% | +36.8% | +33.0% |
| 1Y | +174.5% | -1.1% | +175.6% | +166.3% |
| 3Y | +562.3% | +46.0% | +516.2% | +405.2% |
| 5Y | +463.9% | +51.8% | +412.1% | +312.8% |
| All | +1,311.0% | +305.9% | +1,005.1% | +432.4% |
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