+87.9%
CIEN vs WST
+8,353.1%
-8,265.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.9% | +3.6% | +4.6% |
| 7D | -24.1% | -3.1% | -21.0% | -22.8% |
| 30D | -45.5% | +9.1% | -54.6% | -47.4% |
| 3M | -39.7% | +14.7% | -54.4% | -43.4% |
| 6M | -57.8% | +28.0% | -85.8% | -62.6% |
| YTD | +4.1% | +45.6% | -41.6% | -13.5% |
| 1Y | +20.8% | +45.7% | -24.8% | +0.3% |
| 3Y | +463.1% | +21.1% | +442.1% | +341.4% |
| 5Y | +302.3% | +0.3% | +302.0% | +229.3% |
| 10Y | +1,164.4% | +449.0% | +715.3% | +275.5% |
| All | +87.9% | +8,353.1% | -8,265.1% | -89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling