+111.7%
WFC vs CIEN
+1,220.1%
-1,108.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | +1.7% | +27.4% | -25.6% | -2.9% |
| 30D | +6.8% | -26.6% | +33.4% | +11.8% |
| 3M | -3.0% | -32.0% | +29.0% | +1.9% |
| 6M | +15.4% | -49.1% | +64.5% | +26.4% |
| YTD | -5.9% | +25.7% | -31.6% | -18.4% |
| 1Y | +1.7% | +40.3% | -38.7% | -14.8% |
| 3Y | +124.9% | +566.2% | -441.3% | +19.1% |
| 5Y | +90.5% | +378.7% | -288.3% | +7.1% |
| All | +111.7% | +1,220.1% | -1,108.4% | -6.5% |
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