+147.9%
CIEN vs WSM
+8,797.6%
-8,649.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.4% |
| 7D | -15.2% | -3.3% | -11.9% | -14.2% |
| 30D | -21.5% | -8.4% | -13.1% | -19.2% |
| 3M | -40.1% | +9.7% | -49.7% | -42.4% |
| 6M | -6.6% | +16.7% | -23.2% | -12.1% |
| YTD | +37.3% | +28.7% | +8.6% | +24.4% |
| 1Y | +174.5% | +13.7% | +160.9% | +158.9% |
| 3Y | +562.3% | +230.1% | +332.2% | +316.1% |
| 5Y | +463.9% | +179.0% | +285.0% | +256.4% |
| 10Y | +1,302.4% | +1,002.5% | +299.8% | +377.2% |
| All | +147.9% | +8,797.6% | -8,649.8% | -63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling