+490.4%
CBOE vs WING
+405.9%
+84.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | 0.0% |
| 7D | -3.6% | -3.9% | +0.2% | -3.3% |
| 30D | +5.1% | -11.6% | +16.6% | +6.0% |
| 3M | +4.6% | -24.2% | +28.8% | +6.7% |
| 6M | -0.3% | -54.1% | +53.8% | +5.9% |
| YTD | +19.8% | -53.9% | +73.7% | +26.6% |
| 1Y | +28.4% | -64.4% | +92.7% | +38.4% |
| 3Y | +104.1% | -30.2% | +134.3% | +96.6% |
| 5Y | +150.9% | -34.1% | +185.0% | +135.1% |
| 10Y | +393.5% | +342.1% | +51.3% | +265.4% |
| All | +490.4% | +405.9% | +84.6% | +328.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling