+40.3%
CIEN vs WMB
+18.2%
+22.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -1.3% |
| 7D | +27.4% | +8.1% | +19.3% | +19.7% |
| 30D | -26.6% | -6.9% | -19.7% | -22.2% |
| 3M | -32.0% | -5.1% | -26.9% | -28.9% |
| 6M | -49.1% | -5.7% | -43.3% | -46.7% |
| YTD | +25.7% | +18.1% | +7.6% | +36.8% |
| 1Y | +40.3% | +18.4% | +21.9% | +53.3% |
| All | +40.3% | +18.2% | +22.1% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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