+1,665.5%
CIEN vs WPM
+5,046.3%
-3,380.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.5% |
| 7D | +15.3% | -3.6% | +18.8% | +16.2% |
| 30D | -22.0% | +1.4% | -23.4% | -22.5% |
| 3M | -36.6% | -0.2% | -36.5% | -37.0% |
| 6M | -51.5% | -7.3% | -44.1% | -51.1% |
| YTD | +20.0% | +12.3% | +7.6% | +15.8% |
| 1Y | +44.5% | +24.9% | +19.6% | +36.5% |
| 3Y | +539.0% | +210.4% | +328.7% | +391.2% |
| 5Y | +356.8% | +210.4% | +146.5% | +244.2% |
| 10Y | +1,190.4% | +731.7% | +458.8% | +640.8% |
| All | +1,665.5% | +5,046.3% | -3,380.8% | +574.5% |
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