+1,261.7%
CIEN vs WM
+332.5%
+929.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.2% | +7.6% | +8.5% |
| 7D | +8.7% | +0.8% | +8.0% | +8.4% |
| 30D | -26.9% | +13.8% | -40.7% | -30.2% |
| 3M | -23.6% | +6.4% | -30.0% | -25.7% |
| 6M | -49.1% | +13.2% | -62.3% | -52.4% |
| YTD | +26.6% | +10.8% | +15.8% | +18.1% |
| 1Y | +42.7% | +20.2% | +22.5% | +27.5% |
| 3Y | +570.8% | +46.5% | +524.4% | +423.1% |
| 5Y | +386.4% | +61.3% | +325.2% | +252.6% |
| 10Y | +1,261.7% | +324.8% | +937.0% | +477.2% |
| All | +1,261.7% | +332.5% | +929.2% | +477.2% |
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