+94.1%
CBOE vs WING
-29.7%
+123.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.5% |
| 7D | -0.8% | -2.3% | +1.5% | -0.8% |
| 30D | +2.7% | -5.6% | +8.3% | +2.7% |
| 3M | +0.7% | -22.9% | +23.6% | +1.0% |
| 6M | -2.0% | -50.4% | +48.5% | -1.5% |
| YTD | +17.1% | -53.3% | +70.5% | +17.8% |
| 1Y | +26.5% | -61.2% | +87.7% | +27.0% |
| All | +94.1% | -29.7% | +123.8% | +80.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling