+369.4%
CBOE vs WST
+341.6%
+27.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.8% |
| 7D | -3.7% | +0.4% | -4.1% | -3.7% |
| 30D | +2.0% | -2.0% | +4.0% | +2.2% |
| 3M | -4.2% | +4.1% | -8.3% | -4.8% |
| 6M | +1.2% | +47.4% | -46.2% | -3.7% |
| YTD | +15.4% | +25.4% | -10.0% | +11.8% |
| 1Y | +23.5% | +35.3% | -11.8% | +18.2% |
| 3Y | +93.2% | -11.7% | +104.9% | +90.5% |
| 5Y | +142.0% | -24.0% | +166.0% | +144.3% |
| All | +369.4% | +341.6% | +27.7% | +223.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling