+1,146.8%
CIEN vs WU
-38.9%
+1,185.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.4% | -5.9% | -5.0% |
| 7D | +15.3% | -2.0% | +17.3% | +15.8% |
| 30D | -22.0% | +11.4% | -33.4% | -25.4% |
| 3M | -36.6% | -6.8% | -29.8% | -36.1% |
| 6M | -51.5% | -14.6% | -36.8% | -50.5% |
| YTD | +20.0% | -20.6% | +40.6% | +24.2% |
| 1Y | +44.5% | -15.4% | +59.8% | +45.4% |
| 3Y | +539.0% | -23.6% | +562.7% | +550.5% |
| 5Y | +356.8% | -43.4% | +400.2% | +419.0% |
| All | +1,146.8% | -38.9% | +1,185.8% | +1,168.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling