+1,036.7%
CBOE vs WCN
+1,055.5%
-18.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.3% |
| 7D | -4.6% | -0.4% | -4.2% | -4.5% |
| 30D | +2.6% | -2.1% | +4.8% | +3.4% |
| 3M | +4.9% | +6.4% | -1.4% | +2.4% |
| 6M | -2.2% | -3.7% | +1.5% | -1.2% |
| YTD | +17.7% | -6.4% | +24.1% | +19.8% |
| 1Y | +26.1% | -7.9% | +34.0% | +28.9% |
| 3Y | +97.1% | +20.8% | +76.3% | +79.0% |
| 5Y | +149.2% | +29.0% | +120.2% | +118.0% |
| 10Y | +385.1% | +236.4% | +148.7% | +196.0% |
| All | +1,036.7% | +1,055.5% | -18.8% | +319.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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