+19.8%
CBOE vs WPM
+46.6%
-26.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.1% |
| 7D | -5.8% | -0.6% | -5.3% | -5.8% |
| 30D | -3.1% | +14.4% | -17.6% | -1.8% |
| 3M | -4.8% | +37.0% | -41.7% | -2.0% |
| 6M | -0.6% | +4.1% | -4.7% | +2.2% |
| YTD | +12.8% | +31.7% | -18.9% | +14.7% |
| 1Y | +19.8% | +44.2% | -24.4% | +20.1% |
| All | +19.8% | +46.6% | -26.8% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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