+515.9%
CBOE vs WST
+452.9%
+63.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +6.9% | +1.1% | +5.9% | +6.8% |
| 30D | +24.1% | +12.4% | +11.8% | +22.4% |
| 3M | +30.9% | +17.6% | +13.4% | +28.3% |
| 6M | +5.9% | +28.3% | -22.4% | +2.5% |
| YTD | +48.2% | +50.5% | -2.3% | +40.4% |
| 1Y | +43.5% | +49.4% | -5.9% | +35.9% |
| 3Y | +117.0% | +21.9% | +95.1% | +103.5% |
| 5Y | +203.4% | +0.4% | +203.0% | +193.3% |
| 10Y | +515.9% | +451.5% | +64.4% | +308.3% |
| All | +515.9% | +452.9% | +63.1% | +308.3% |
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