+539.0%
CIEN vs WM
+48.6%
+490.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | +15.3% | +3.2% | +12.1% | +17.1% |
| 30D | -22.0% | +13.0% | -35.0% | -16.9% |
| 3M | -36.6% | +9.2% | -45.9% | -32.9% |
| 6M | -51.5% | +13.6% | -65.1% | -48.3% |
| YTD | +20.0% | +12.4% | +7.6% | +27.1% |
| 1Y | +44.5% | +21.2% | +23.2% | +51.6% |
| 3Y | +539.0% | +48.7% | +490.4% | +580.3% |
| All | +539.0% | +48.6% | +490.4% | +580.3% |
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