+711.6%
CBOE vs NWSA
+122.3%
+589.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.8% | -3.1% | +2.3% | -0.3% |
| 30D | +2.7% | +4.3% | -1.6% | +2.0% |
| 3M | +0.7% | +9.2% | -8.5% | -0.7% |
| 6M | -2.0% | +21.6% | -23.5% | -5.1% |
| YTD | +17.1% | +14.2% | +2.9% | +14.3% |
| 1Y | +26.5% | +1.8% | +24.7% | +25.6% |
| 3Y | +96.1% | +44.4% | +51.7% | +80.9% |
| 5Y | +149.3% | +41.0% | +108.3% | +127.3% |
| 10Y | +386.5% | +150.0% | +236.5% | +274.5% |
| All | +711.6% | +122.3% | +589.3% | +534.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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