+539.0%
CIEN vs WST
+24.3%
+514.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.8% | -4.8% |
| 7D | +15.3% | +4.2% | +11.0% | +14.6% |
| 30D | -22.0% | +11.2% | -33.2% | -23.0% |
| 3M | -36.6% | +20.4% | -57.0% | -38.3% |
| 6M | -51.5% | +37.9% | -89.3% | -53.7% |
| YTD | +20.0% | +51.8% | -31.8% | +12.2% |
| 1Y | +44.5% | +56.6% | -12.2% | +34.6% |
| 3Y | +539.0% | +24.2% | +514.8% | +469.7% |
| All | +539.0% | +24.3% | +514.7% | +469.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling