+28.4%
CBOE vs WST
+37.6%
-9.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -3.6% | +0.7% | -4.4% | -3.7% |
| 30D | +5.1% | -3.1% | +8.2% | +5.2% |
| 3M | +4.6% | +7.2% | -2.6% | +4.1% |
| 6M | -0.3% | +36.8% | -37.1% | -0.9% |
| YTD | +19.8% | +23.8% | -4.1% | +18.6% |
| 1Y | +28.4% | +37.8% | -9.4% | +27.2% |
| All | +28.4% | +37.6% | -9.2% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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