+950.3%
CIEN vs WU
-21.8%
+972.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.4% | -5.9% | -5.2% |
| 7D | +15.3% | -2.0% | +17.3% | +16.1% |
| 30D | -22.0% | +11.4% | -33.4% | -27.3% |
| 3M | -36.6% | -6.8% | -29.8% | -36.1% |
| 6M | -51.5% | -14.6% | -36.8% | -50.3% |
| YTD | +20.0% | -20.6% | +40.6% | +25.3% |
| 1Y | +44.5% | -15.4% | +59.8% | +45.4% |
| 3Y | +539.0% | -23.6% | +562.7% | +551.5% |
| 5Y | +356.8% | -43.4% | +400.2% | +429.8% |
| 10Y | +1,190.4% | -38.8% | +1,229.2% | +1,230.3% |
| All | +950.3% | -21.8% | +972.2% | +786.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling