+1,036.7%
CBOE vs WCC
+911.0%
+125.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -2.0% |
| 7D | -4.6% | +8.5% | -13.1% | -5.5% |
| 30D | +2.6% | -1.0% | +3.6% | +2.7% |
| 3M | +4.9% | +2.1% | +2.8% | +4.1% |
| 6M | -2.2% | +36.8% | -39.0% | -6.8% |
| YTD | +17.7% | +47.7% | -30.0% | +10.8% |
| 1Y | +26.1% | +66.5% | -40.4% | +16.4% |
| 3Y | +97.1% | +134.2% | -37.0% | +66.2% |
| 5Y | +149.2% | +231.6% | -82.5% | +89.9% |
| 10Y | +385.1% | +508.1% | -123.0% | +191.8% |
| All | +1,036.7% | +911.0% | +125.7% | +447.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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