+163.8%
CIEN vs WWD
+41.6%
+122.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.4% | +3.1% | +3.8% |
| 7D | +8.9% | -2.6% | +11.5% | +10.4% |
| 30D | -19.1% | -6.9% | -12.2% | -16.0% |
| 3M | -21.5% | -13.0% | -8.4% | -15.9% |
| 6M | +2.8% | -12.5% | +15.3% | +8.4% |
| YTD | +49.5% | +11.8% | +37.6% | +38.2% |
| 1Y | +163.8% | +41.1% | +122.7% | +121.7% |
| All | +163.8% | +41.6% | +122.3% | +121.7% |
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