+147.9%
CIEN vs WMB
+1,338.2%
-1,190.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -15.2% | +0.6% | -15.7% | -15.3% |
| 30D | -21.5% | +3.3% | -24.7% | -22.3% |
| 3M | -40.1% | +3.1% | -43.2% | -40.6% |
| 6M | -6.6% | -0.7% | -5.9% | -6.4% |
| YTD | +37.3% | +25.2% | +12.1% | +28.8% |
| 1Y | +174.5% | +32.9% | +141.7% | +152.9% |
| 3Y | +562.3% | +140.6% | +421.7% | +420.8% |
| 5Y | +463.9% | +273.5% | +190.5% | +290.2% |
| 10Y | +1,302.4% | +334.2% | +968.2% | +780.8% |
| All | +147.9% | +1,338.2% | -1,190.3% | +41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling