+2,127.0%
WDC vs CIEN
+177.9%
+1,949.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.1% | +4.7% | +5.6% |
| 7D | +1.7% | -15.2% | +16.9% | +6.0% |
| 30D | -10.0% | -21.5% | +11.5% | -4.3% |
| 3M | -18.8% | -40.1% | +21.3% | -6.8% |
| 6M | +79.0% | -6.6% | +85.6% | +82.3% |
| YTD | +171.6% | +37.3% | +134.3% | +151.3% |
| 1Y | +417.4% | +174.5% | +242.8% | +304.3% |
| 3Y | +1,251.8% | +562.3% | +689.5% | +727.2% |
| 5Y | +911.7% | +463.9% | +447.7% | +538.2% |
| 10Y | +1,399.6% | +1,302.4% | +97.3% | +648.9% |
| All | +2,127.0% | +177.9% | +1,949.1% | +926.3% |
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