+509.1%
CIEN vs WU
-51.4%
+560.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -4.6% | -4.9% | +0.4% | -3.5% |
| 30D | -12.8% | -1.3% | -11.5% | -12.7% |
| 3M | -23.1% | -3.6% | -19.5% | -24.1% |
| 6M | +6.1% | -24.3% | +30.4% | +12.0% |
| YTD | +44.5% | -21.1% | +65.6% | +49.6% |
| 1Y | +176.6% | -10.3% | +186.9% | +172.3% |
| 3Y | +601.0% | -28.4% | +629.3% | +626.9% |
| 5Y | +509.1% | -51.2% | +560.3% | +599.4% |
| All | +509.1% | -51.4% | +560.5% | +599.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling