+130.7%
WFC vs CIEN
+609.5%
-478.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.3% | -8.6% | -2.9% |
| 7D | +1.1% | -5.3% | +6.3% | +1.6% |
| 30D | +0.8% | -17.2% | +18.1% | +2.6% |
| 3M | +9.3% | -26.9% | +36.1% | +12.2% |
| 6M | +10.6% | +16.0% | -5.4% | +4.3% |
| YTD | -4.1% | +45.9% | -50.0% | -13.6% |
| 1Y | +13.6% | +186.8% | -173.2% | -10.1% |
| 3Y | +130.7% | +607.8% | -477.0% | +44.9% |
| All | +130.7% | +609.5% | -478.8% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling