+1,036.7%
CBOE vs WPM
+857.0%
+179.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -4.6% | +7.0% | -11.7% | -5.0% |
| 30D | +2.6% | +15.7% | -13.1% | +1.9% |
| 3M | +4.9% | +35.2% | -30.3% | +3.2% |
| 6M | -2.2% | +6.1% | -8.3% | -2.7% |
| YTD | +17.7% | +32.6% | -14.8% | +15.3% |
| 1Y | +26.1% | +46.9% | -20.8% | +22.5% |
| 3Y | +97.1% | +276.3% | -179.2% | +80.8% |
| 5Y | +149.2% | +260.0% | -110.8% | +127.8% |
| 10Y | +385.1% | +508.5% | -123.4% | +324.8% |
| All | +1,036.7% | +857.0% | +179.6% | +836.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling