+29.0%
CIEN vs WST
+52.7%
-23.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.3% | +7.3% | +9.6% |
| 7D | -5.3% | +1.3% | -6.6% | -5.5% |
| 30D | -40.1% | +12.9% | -53.0% | -41.6% |
| 3M | -34.7% | +16.7% | -51.4% | -37.0% |
| 6M | -50.9% | +26.8% | -77.7% | -53.8% |
| YTD | +15.2% | +50.5% | -35.3% | +0.5% |
| All | +29.0% | +52.7% | -23.7% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling