-8.9%
CIEN vs WTW
+1,094.8%
-1,103.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | +0.7% |
| 7D | -4.6% | -7.1% | +2.5% | -1.5% |
| 30D | -12.8% | -8.5% | -4.3% | -9.7% |
| 3M | -23.1% | +20.6% | -43.6% | -30.7% |
| 6M | +6.1% | +7.2% | -1.1% | -1.2% |
| YTD | +44.5% | -3.9% | +48.4% | +39.7% |
| 1Y | +176.6% | -3.6% | +180.2% | +165.7% |
| 3Y | +601.0% | +60.7% | +540.3% | +402.7% |
| 5Y | +509.1% | +42.2% | +467.0% | +362.3% |
| 10Y | +1,460.5% | +195.5% | +1,265.0% | +664.1% |
| All | -8.9% | +1,094.8% | -1,103.8% | -69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling