+1,500.5%
CIEN vs WPM
+558.4%
+942.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.1% | +2.4% | +4.1% |
| 7D | +8.9% | -0.6% | +9.4% | +9.0% |
| 30D | -19.1% | +14.4% | -33.5% | -21.5% |
| 3M | -21.5% | +37.0% | -58.5% | -26.7% |
| 6M | +2.8% | +4.1% | -1.3% | +0.9% |
| YTD | +49.5% | +31.7% | +17.7% | +41.2% |
| 1Y | +163.8% | +44.2% | +119.6% | +145.6% |
| 3Y | +615.8% | +265.5% | +350.3% | +479.7% |
| 5Y | +548.4% | +262.5% | +285.9% | +417.1% |
| All | +1,500.5% | +558.4% | +942.1% | +1,169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling