+1,228.2%
WDC vs CIEN
+1,461.9%
-233.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -3.9% |
| 7D | +4.4% | +5.4% | -1.0% | +1.7% |
| 30D | +5.3% | -13.7% | +19.0% | +12.3% |
| 3M | -5.9% | -23.0% | +17.1% | +6.7% |
| 6M | +73.2% | -0.8% | +74.1% | +72.2% |
| YTD | +167.8% | +43.1% | +124.8% | +123.0% |
| 1Y | +386.0% | +157.6% | +228.4% | +212.5% |
| 3Y | +1,309.7% | +593.8% | +715.9% | +438.5% |
| 5Y | +957.1% | +520.6% | +436.5% | +312.0% |
| All | +1,228.2% | +1,461.9% | -233.7% | +271.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 CIEN 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