+1,184.7%
CIEN vs WST
+446.4%
+738.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.1% |
| 7D | -9.3% | +1.4% | -10.7% | -9.5% |
| 30D | -39.5% | +12.7% | -52.2% | -41.4% |
| 3M | -29.8% | +17.2% | -47.0% | -32.9% |
| 6M | -50.4% | +26.7% | -77.0% | -53.8% |
| YTD | +16.3% | +50.3% | -33.9% | +2.6% |
| 1Y | +30.4% | +50.2% | -19.9% | +14.8% |
| 3Y | +516.6% | +21.7% | +494.9% | +433.2% |
| 5Y | +349.8% | +2.0% | +347.7% | +304.9% |
| 10Y | +1,184.7% | +451.1% | +733.6% | +431.1% |
| All | +1,184.7% | +446.4% | +738.3% | +431.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling