+992.6%
WDC vs CIEN
+514.2%
+478.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.3% | -4.2% | -1.1% |
| 7D | +6.0% | -5.3% | +11.3% | +8.6% |
| 30D | +9.9% | -17.2% | +27.2% | +20.1% |
| 3M | -9.4% | -26.9% | +17.5% | +5.9% |
| 6M | +94.7% | +16.0% | +78.7% | +79.0% |
| YTD | +177.4% | +45.9% | +131.4% | +126.3% |
| 1Y | +412.6% | +186.8% | +225.8% | +210.3% |
| 3Y | +1,359.8% | +607.8% | +752.0% | +433.4% |
| 5Y | +992.6% | +506.7% | +485.8% | +318.1% |
| All | +992.6% | +514.2% | +478.4% | +318.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling