+142.0%
CBOE vs WPM
+252.7%
-110.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.2% | -1.4% |
| 7D | -3.7% | -3.6% | -0.1% | -3.6% |
| 30D | +2.0% | +12.5% | -10.5% | +1.5% |
| 3M | -4.2% | +40.6% | -44.9% | -5.9% |
| 6M | +1.2% | +0.5% | +0.6% | +1.7% |
| YTD | +15.4% | +29.0% | -13.7% | +12.7% |
| 1Y | +23.5% | +43.8% | -20.3% | +19.0% |
| 3Y | +93.2% | +266.3% | -173.1% | +69.8% |
| 5Y | +142.0% | +255.1% | -113.2% | +113.5% |
| All | +142.0% | +252.7% | -110.7% | +113.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling