+1,444.9%
WFC vs CIEN
+142.9%
+1,302.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | +1.0% |
| 7D | +2.5% | +15.3% | -12.7% | +0.4% |
| 30D | +7.0% | -22.0% | +29.0% | +9.8% |
| 3M | -1.8% | -36.6% | +34.9% | +2.9% |
| 6M | +18.4% | -51.5% | +69.9% | +27.2% |
| YTD | -5.6% | +20.0% | -25.6% | -12.4% |
| 1Y | +3.9% | +44.5% | -40.6% | -6.5% |
| 3Y | +126.3% | +539.0% | -412.7% | +59.6% |
| 5Y | +91.1% | +356.8% | -265.7% | +39.4% |
| 10Y | +118.5% | +1,190.4% | -1,071.9% | +34.7% |
| All | +1,444.9% | +142.9% | +1,302.0% | +633.0% |
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