+1,383.1%
WDC vs CIEN
+154.5%
+1,228.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +16.3% | +27.4% | -11.1% | +9.1% |
| 30D | -18.3% | -26.6% | +8.3% | -10.9% |
| 3M | -31.4% | -32.0% | +0.5% | -24.7% |
| 6M | -36.3% | -49.1% | +12.8% | -24.5% |
| YTD | +80.8% | +25.7% | +55.1% | +70.2% |
| 1Y | +87.7% | +40.3% | +47.4% | +72.0% |
| 3Y | +819.4% | +566.2% | +253.3% | +460.1% |
| 5Y | +583.2% | +378.7% | +204.5% | +346.4% |
| 10Y | +689.8% | +1,252.3% | -562.5% | +297.2% |
| All | +1,383.1% | +154.5% | +1,228.6% | +595.2% |
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