+20.8%
CIEN vs WM
+20.0%
+0.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.1% | +7.5% | +2.3% |
| 7D | -24.1% | +1.2% | -25.3% | -22.0% |
| 30D | -45.5% | +13.1% | -58.6% | -33.6% |
| 3M | -39.7% | +3.6% | -43.3% | -33.8% |
| 6M | -57.8% | +8.1% | -65.9% | -50.4% |
| YTD | +4.1% | +8.9% | -4.8% | +30.6% |
| 1Y | +20.8% | +20.3% | +0.5% | +76.4% |
| All | +20.8% | +20.0% | +0.8% | +76.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling