+163.8%
CIEN vs WSM
+12.7%
+151.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.1% | +3.4% | +4.2% |
| 7D | +8.9% | -0.5% | +9.4% | +9.1% |
| 30D | -19.1% | -7.7% | -11.4% | -17.3% |
| 3M | -21.5% | +3.8% | -25.3% | -22.9% |
| 6M | +2.8% | +22.7% | -19.9% | -6.6% |
| YTD | +49.5% | +28.0% | +21.5% | +32.0% |
| 1Y | +163.8% | +12.7% | +151.1% | +140.7% |
| All | +163.8% | +12.7% | +151.1% | +140.7% |
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