+592.2%
CIEN vs WWD
+167.9%
+424.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | -4.6% | +0.6% | -5.2% | -5.1% |
| 30D | -12.8% | -5.1% | -7.7% | -10.3% |
| 3M | -23.1% | -11.2% | -11.8% | -18.5% |
| 6M | +6.1% | -12.0% | +18.1% | +12.3% |
| YTD | +44.5% | +12.0% | +32.5% | +32.7% |
| 1Y | +176.6% | +42.8% | +133.8% | +120.2% |
| All | +592.2% | +167.9% | +424.3% | +294.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling