+506.7%
CIEN vs WWD
+192.1%
+314.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.0% | +8.3% | +7.3% |
| 7D | -5.3% | +0.8% | -6.1% | -5.9% |
| 30D | -17.2% | -6.4% | -10.8% | -14.5% |
| 3M | -26.9% | -5.6% | -21.2% | -25.6% |
| 6M | +16.0% | -9.1% | +25.1% | +20.4% |
| YTD | +45.9% | +12.5% | +33.4% | +36.0% |
| 1Y | +186.8% | +41.3% | +145.5% | +139.2% |
| 3Y | +607.8% | +170.2% | +437.5% | +343.1% |
| 5Y | +506.7% | +192.5% | +314.2% | +254.3% |
| All | +506.7% | +192.1% | +314.6% | +254.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling