+174.5%
CIEN vs WWD
+41.9%
+132.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.5% |
| 7D | -15.2% | +1.3% | -16.5% | -15.8% |
| 30D | -21.5% | -7.2% | -14.3% | -18.3% |
| 3M | -40.1% | -3.8% | -36.2% | -39.6% |
| 6M | -6.6% | -9.9% | +3.3% | -2.9% |
| YTD | +37.3% | +14.8% | +22.4% | +25.6% |
| 1Y | +174.5% | +42.1% | +132.5% | +129.3% |
| All | +174.5% | +41.9% | +132.7% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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