+128.6%
CIEN vs WWD
+8,741.8%
-8,613.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.3% | +7.5% | +8.2% |
| 7D | +8.7% | +3.7% | +5.0% | +7.5% |
| 30D | -26.9% | +1.8% | -28.7% | -27.1% |
| 3M | -23.6% | -5.0% | -18.6% | -21.2% |
| 6M | -49.1% | -8.4% | -40.7% | -47.1% |
| YTD | +26.6% | +12.3% | +14.3% | +19.7% |
| 1Y | +42.7% | +26.2% | +16.5% | +27.6% |
| 3Y | +570.8% | +154.6% | +416.3% | +330.7% |
| 5Y | +386.4% | +195.3% | +191.2% | +183.7% |
| 10Y | +1,261.7% | +466.3% | +795.4% | +409.0% |
| All | +128.6% | +8,741.8% | -8,613.2% | -76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling