+1,188.7%
CIEN vs WST
+466.7%
+721.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.3% | +7.3% | +9.7% |
| 7D | -5.3% | +1.3% | -6.6% | -5.4% |
| 30D | -40.1% | +12.9% | -53.0% | -42.0% |
| 3M | -34.7% | +16.7% | -51.4% | -37.5% |
| 6M | -50.9% | +26.8% | -77.7% | -54.3% |
| YTD | +15.2% | +50.5% | -35.3% | +1.5% |
| 1Y | +35.2% | +52.9% | -17.7% | +18.5% |
| 3Y | +522.6% | +23.9% | +498.7% | +434.6% |
| 5Y | +344.2% | +1.0% | +343.2% | +301.8% |
| 10Y | +1,188.7% | +451.4% | +737.3% | +435.5% |
| All | +1,188.7% | +466.7% | +721.9% | +435.5% |
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