+147.9%
CIEN vs WST
+7,087.9%
-6,940.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.5% |
| 7D | -15.2% | +0.7% | -15.9% | -15.5% |
| 30D | -21.5% | -3.1% | -18.3% | -20.4% |
| 3M | -40.1% | +7.2% | -47.3% | -42.2% |
| 6M | -6.6% | +36.8% | -43.4% | -19.7% |
| YTD | +37.3% | +23.8% | +13.4% | +22.7% |
| 1Y | +174.5% | +37.8% | +136.8% | +132.4% |
| 3Y | +562.3% | -15.9% | +578.2% | +518.8% |
| 5Y | +463.9% | -25.8% | +489.8% | +434.6% |
| 10Y | +1,302.4% | +319.6% | +982.8% | +373.8% |
| All | +147.9% | +7,087.9% | -6,940.0% | -85.1% |
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