+174.5%
CIEN vs WTW
+3.0%
+171.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.3% | -0.3% |
| 7D | -15.2% | -2.6% | -12.6% | -16.6% |
| 30D | -21.5% | -1.0% | -20.5% | -21.6% |
| 3M | -40.1% | +29.9% | -70.0% | -27.3% |
| 6M | -6.6% | +10.7% | -17.3% | +8.0% |
| YTD | +37.3% | +2.6% | +34.7% | +54.5% |
| 1Y | +174.5% | +2.8% | +171.8% | +201.0% |
| All | +174.5% | +3.0% | +171.6% | +201.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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