+1,031.0%
CBOE vs WSM
+2,216.4%
-1,185.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.8% | +2.6% | -3.4% | -1.0% |
| 30D | +2.7% | -9.3% | +12.0% | +3.7% |
| 3M | +0.7% | +7.1% | -6.4% | -0.3% |
| 6M | -2.0% | +21.7% | -23.7% | -4.6% |
| YTD | +17.1% | +28.7% | -11.6% | +13.1% |
| 1Y | +26.5% | +13.9% | +12.6% | +23.6% |
| 3Y | +96.1% | +232.2% | -136.0% | +58.2% |
| 5Y | +149.3% | +176.4% | -27.1% | +101.1% |
| 10Y | +386.5% | +1,072.4% | -685.9% | +173.1% |
| All | +1,031.0% | +2,216.4% | -1,185.3% | +407.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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