+1,354.8%
CBOE vs WCC
+804.6%
+550.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.4% | +1.9% |
| 7D | +6.3% | +9.9% | -3.7% | +5.2% |
| 30D | +24.9% | -8.4% | +33.4% | +25.6% |
| 3M | +28.5% | -10.3% | +38.8% | +29.1% |
| 6M | +2.9% | -10.5% | +13.4% | +2.8% |
| YTD | +50.7% | +32.2% | +18.5% | +42.6% |
| 1Y | +45.5% | +25.5% | +19.9% | +38.5% |
| 3Y | +116.3% | +134.7% | -18.4% | +80.3% |
| 5Y | +204.3% | +139.9% | +64.4% | +143.2% |
| 10Y | +526.3% | +433.5% | +92.9% | +281.4% |
| All | +1,354.8% | +804.6% | +550.2% | +604.6% |
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