+1,438.7%
CIEN vs WST
+321.8%
+1,116.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.5% |
| 7D | -5.3% | -0.3% | -5.0% | -5.2% |
| 30D | -17.2% | -4.6% | -12.6% | -16.1% |
| 3M | -26.9% | +5.7% | -32.6% | -28.2% |
| 6M | +16.0% | +37.6% | -21.6% | +5.1% |
| YTD | +45.9% | +23.0% | +22.9% | +36.2% |
| 1Y | +186.8% | +33.8% | +153.0% | +160.3% |
| 3Y | +607.8% | -13.4% | +621.1% | +583.9% |
| 5Y | +506.7% | -27.0% | +533.7% | +511.6% |
| 10Y | +1,438.7% | +324.5% | +1,114.2% | +648.2% |
| All | +1,438.7% | +321.8% | +1,116.9% | +648.2% |
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