+17.9%
CIEN vs WSM
+35.8%
-17.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.2% | -11.0% | -14.4% |
| 7D | -34.0% | -0.5% | -33.5% | -33.6% |
| 30D | -48.0% | +7.1% | -55.1% | -48.8% |
| 3M | -43.5% | +4.5% | -48.0% | -44.2% |
| 6M | -57.6% | +44.4% | -102.0% | -62.9% |
| YTD | -1.3% | +46.8% | -48.1% | -15.3% |
| 1Y | +17.9% | +31.7% | -13.9% | +1.5% |
| All | +17.9% | +35.8% | -17.9% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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