+110.1%
CIEN vs WSM
+10,163.9%
-10,053.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | -9.3% | +3.1% | -12.4% | -10.3% |
| 30D | -39.5% | +8.5% | -48.0% | -41.4% |
| 3M | -29.8% | +4.6% | -34.4% | -31.3% |
| 6M | -50.4% | +44.5% | -94.9% | -56.8% |
| YTD | +16.3% | +48.4% | -32.1% | 0.0% |
| 1Y | +30.4% | +36.2% | -5.8% | +15.3% |
| 3Y | +516.6% | +268.8% | +247.8% | +273.0% |
| 5Y | +349.8% | +185.2% | +164.5% | +181.5% |
| 10Y | +1,184.7% | +1,175.8% | +8.9% | +314.5% |
| All | +110.1% | +10,163.9% | -10,053.8% | -70.4% |
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