+163.5%
CIEN vs WY
+253.4%
-89.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.8% | +7.1% |
| 7D | -5.3% | -2.1% | -3.2% | -4.3% |
| 30D | -17.2% | -10.5% | -6.8% | -12.5% |
| 3M | -26.9% | -4.9% | -22.0% | -26.0% |
| 6M | +16.0% | -4.9% | +20.9% | +17.4% |
| YTD | +45.9% | -1.7% | +47.6% | +43.4% |
| 1Y | +186.8% | -9.4% | +196.2% | +192.7% |
| 3Y | +607.8% | -22.3% | +630.1% | +664.7% |
| 5Y | +506.7% | -20.5% | +527.3% | +538.2% |
| 10Y | +1,438.7% | +4.9% | +1,433.8% | +1,111.0% |
| All | +163.5% | +253.4% | -89.8% | -8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling