+358.9%
CBOE vs WING
+407.7%
-48.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.0% | -8.2% | -2.8% |
| 7D | -5.8% | +7.2% | -13.0% | -6.4% |
| 30D | -3.1% | +4.8% | -7.9% | -3.7% |
| 3M | -4.8% | -23.7% | +18.9% | -2.9% |
| 6M | -0.6% | -43.6% | +43.0% | +3.8% |
| YTD | +12.8% | -50.6% | +63.4% | +18.7% |
| 1Y | +19.8% | -57.0% | +76.8% | +27.2% |
| 3Y | +86.9% | -28.3% | +115.2% | +78.9% |
| 5Y | +136.5% | -32.4% | +168.9% | +119.8% |
| All | +358.9% | +407.7% | -48.8% | +219.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling