+1,750.2%
CIEN vs WPM
+5,060.0%
-3,309.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.1% |
| 7D | +27.4% | -0.5% | +27.9% | +27.6% |
| 30D | -26.6% | -3.1% | -23.5% | -26.2% |
| 3M | -32.0% | -2.2% | -29.8% | -32.1% |
| 6M | -49.1% | -7.4% | -41.7% | -48.7% |
| YTD | +25.7% | +12.6% | +13.1% | +21.3% |
| 1Y | +40.3% | +22.8% | +17.5% | +33.1% |
| 3Y | +566.2% | +213.6% | +352.5% | +410.9% |
| 5Y | +378.7% | +211.2% | +167.6% | +260.5% |
| 10Y | +1,252.3% | +733.9% | +518.4% | +675.8% |
| All | +1,750.2% | +5,060.0% | -3,309.8% | +606.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling