+1,500.5%
CIEN vs WY
+7.6%
+1,492.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.2% | +4.4% |
| 7D | +8.9% | -4.2% | +13.1% | +10.6% |
| 30D | -19.1% | -10.1% | -9.0% | -15.8% |
| 3M | -21.5% | -8.5% | -13.0% | -19.5% |
| 6M | +2.8% | -3.3% | +6.2% | +3.1% |
| YTD | +49.5% | -4.4% | +53.9% | +49.1% |
| 1Y | +163.8% | -11.5% | +175.3% | +171.0% |
| 3Y | +615.8% | -24.3% | +640.1% | +670.8% |
| 5Y | +548.4% | -21.3% | +569.7% | +584.5% |
| All | +1,500.5% | +7.6% | +1,492.9% | +1,226.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling