+44.5%
CIEN vs WU
-15.0%
+59.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.4% | -5.9% | -4.1% |
| 7D | +15.3% | -2.0% | +17.3% | +14.6% |
| 30D | -22.0% | +11.4% | -33.4% | -19.4% |
| 3M | -36.6% | -6.8% | -29.8% | -36.2% |
| 6M | -51.5% | -14.6% | -36.8% | -52.8% |
| YTD | +20.0% | -20.6% | +40.6% | +16.0% |
| 1Y | +44.5% | -15.4% | +59.8% | +37.6% |
| All | +44.5% | -15.0% | +59.4% | +37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling