+28.4%
CBOE vs WETO
-98.9%
+127.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -20.8% | +20.8% | +0.1% |
| 7D | -3.6% | -55.4% | +51.8% | -3.1% |
| 30D | +5.1% | -48.5% | +53.6% | +4.4% |
| 3M | +4.6% | -97.5% | +102.1% | -1.0% |
| 6M | -0.3% | -94.2% | +93.9% | -4.0% |
| YTD | +19.8% | -97.0% | +116.8% | +12.9% |
| 1Y | +28.4% | -98.9% | +127.3% | +14.7% |
| All | +28.4% | -98.9% | +127.3% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling