+428.1%
WMT vs CIEN
+1,531.8%
-1,103.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.5% | -3.1% | +1.0% |
| 7D | 0.0% | +8.9% | -8.9% | -0.7% |
| 30D | -7.4% | -19.1% | +11.7% | -5.9% |
| 3M | -10.9% | -21.5% | +10.6% | -9.6% |
| 6M | -12.7% | +2.8% | -15.5% | -15.0% |
| YTD | -3.2% | +49.5% | -52.7% | -10.0% |
| 1Y | +5.3% | +163.8% | -158.5% | -9.1% |
| 3Y | +101.9% | +615.8% | -514.0% | +49.1% |
| 5Y | +134.6% | +548.4% | -413.8% | +72.0% |
| All | +428.1% | +1,531.8% | -1,103.8% | +241.8% |
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 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