+92.7%
WFC vs CIEN
+348.8%
-256.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | +0.9% | -9.3% | +10.2% | +1.9% |
| 30D | +3.3% | -39.5% | +42.8% | +9.8% |
| 3M | -1.4% | -29.8% | +28.4% | +1.7% |
| 6M | +14.7% | -50.4% | +65.1% | +23.3% |
| YTD | -5.9% | +16.3% | -22.3% | -15.9% |
| 1Y | +1.8% | +30.4% | -28.5% | -11.6% |
| 3Y | +124.9% | +516.6% | -391.7% | +28.3% |
| 5Y | +92.7% | +349.8% | -257.0% | +17.8% |
| All | +92.7% | +348.8% | -256.0% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling