+543.5%
CIEN vs WY
-22.2%
+565.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.2% | +4.4% |
| 7D | +8.9% | -4.2% | +13.1% | +10.7% |
| 30D | -19.1% | -10.1% | -9.0% | -15.7% |
| 3M | -21.5% | -8.5% | -13.0% | -19.5% |
| 6M | +2.8% | -3.3% | +6.2% | +2.9% |
| YTD | +49.5% | -4.4% | +53.9% | +48.5% |
| 1Y | +163.8% | -11.5% | +175.3% | +171.5% |
| 3Y | +615.8% | -24.3% | +640.1% | +676.6% |
| All | +543.5% | -22.2% | +565.7% | +614.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling