+522.6%
CIEN vs WM
+45.6%
+477.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.1% | +10.5% | +10.7% |
| 7D | -5.3% | -0.5% | -4.8% | -5.2% |
| 30D | -40.1% | +13.3% | -53.4% | -36.3% |
| 3M | -34.7% | +4.4% | -39.1% | -32.2% |
| 6M | -50.9% | +10.8% | -61.7% | -48.4% |
| YTD | +15.2% | +9.1% | +6.1% | +20.1% |
| 1Y | +35.2% | +19.1% | +16.0% | +39.4% |
| 3Y | +522.6% | +45.7% | +476.9% | +533.1% |
| All | +522.6% | +45.6% | +477.0% | +533.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling