+1,278.2%
WDC vs CIEN
+135.6%
+1,142.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | -16.7% | -9.3% | -7.4% | -14.2% |
| 30D | -27.2% | -39.5% | +12.3% | -16.6% |
| 3M | -34.0% | -29.8% | -4.2% | -28.2% |
| 6M | -39.7% | -50.4% | +10.6% | -28.0% |
| YTD | +68.1% | +16.3% | +51.7% | +61.4% |
| 1Y | +66.3% | +30.4% | +36.0% | +55.3% |
| 3Y | +754.4% | +516.6% | +237.8% | +431.0% |
| 5Y | +595.8% | +349.8% | +246.0% | +362.2% |
| 10Y | +660.4% | +1,184.7% | -524.3% | +287.9% |
| All | +1,278.2% | +135.6% | +1,142.6% | +559.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling