+142.7%
WFC vs CIEN
+1,461.9%
-1,319.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | +0.3% | +5.4% | -5.1% | -0.8% |
| 30D | +2.3% | -13.7% | +16.0% | +4.6% |
| 3M | +9.8% | -23.0% | +32.8% | +13.7% |
| 6M | +15.6% | -0.8% | +16.4% | +10.3% |
| YTD | -2.4% | +43.1% | -45.5% | -15.9% |
| 1Y | +13.8% | +157.6% | -143.8% | -16.1% |
| 3Y | +134.6% | +593.8% | -459.2% | +26.1% |
| 5Y | +127.9% | +520.6% | -392.7% | +22.2% |
| All | +142.7% | +1,461.9% | -1,319.2% | +2.5% |
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