+78.2%
CIEN vs WM
+1,094.1%
-1,015.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +1.2% | -16.4% | -15.7% |
| 7D | -34.0% | +4.5% | -38.4% | -35.3% |
| 30D | -48.0% | +16.1% | -64.0% | -51.5% |
| 3M | -43.5% | +8.0% | -51.6% | -46.0% |
| 6M | -57.6% | +8.4% | -66.0% | -60.1% |
| YTD | -1.3% | +11.2% | -12.5% | -8.8% |
| 1Y | +17.9% | +22.3% | -4.4% | +4.2% |
| 3Y | +425.8% | +50.2% | +375.5% | +318.3% |
| 5Y | +281.5% | +63.3% | +218.2% | +189.8% |
| 10Y | +1,099.0% | +355.0% | +744.0% | +487.4% |
| All | +78.2% | +1,094.1% | -1,015.8% | -45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling