+520.6%
CIEN vs WSM
+171.2%
+349.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.6% | -0.5% |
| 7D | +5.4% | +0.4% | +4.9% | +5.2% |
| 30D | -13.7% | -10.7% | -3.0% | -10.6% |
| 3M | -23.0% | +8.5% | -31.5% | -25.5% |
| 6M | -0.8% | +19.6% | -20.5% | -7.4% |
| YTD | +43.1% | +26.6% | +16.5% | +30.6% |
| 1Y | +157.6% | +12.0% | +145.7% | +144.2% |
| 3Y | +593.8% | +226.6% | +367.2% | +367.7% |
| 5Y | +520.6% | +174.1% | +346.5% | +317.7% |
| All | +520.6% | +171.2% | +349.4% | +317.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling