+615.8%
CIEN vs WTW
+61.9%
+553.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.4% | +4.5% |
| 7D | +8.9% | -5.7% | +14.6% | +7.4% |
| 30D | -19.1% | -7.3% | -11.8% | -20.4% |
| 3M | -21.5% | +21.5% | -43.0% | -17.7% |
| 6M | +2.8% | +9.6% | -6.8% | +7.6% |
| YTD | +49.5% | -3.3% | +52.7% | +56.8% |
| 1Y | +163.8% | -6.1% | +169.9% | +177.9% |
| 3Y | +615.8% | +61.8% | +554.0% | +606.7% |
| All | +615.8% | +61.9% | +553.9% | +606.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling