+607.8%
CIEN vs WST
-15.5%
+623.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.4% |
| 7D | -5.3% | -0.3% | -5.0% | -5.3% |
| 30D | -17.2% | -4.6% | -12.6% | -16.7% |
| 3M | -26.9% | +5.7% | -32.6% | -27.6% |
| 6M | +16.0% | +37.6% | -21.6% | +10.1% |
| YTD | +45.9% | +23.0% | +22.9% | +40.5% |
| 1Y | +186.8% | +33.8% | +153.0% | +172.7% |
| 3Y | +607.8% | -13.4% | +621.1% | +608.6% |
| All | +607.8% | -15.5% | +623.3% | +608.6% |
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 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