+508.0%
CBOE vs WST
+449.7%
+58.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +4.5% | +4.9% | -0.4% | +3.9% |
| 30D | +26.2% | +10.7% | +15.5% | +24.7% |
| 3M | +27.1% | +16.8% | +10.3% | +24.6% |
| 6M | +4.2% | +32.0% | -27.8% | +0.6% |
| YTD | +48.0% | +49.9% | -1.9% | +40.3% |
| 1Y | +42.4% | +50.6% | -8.2% | +34.8% |
| 3Y | +116.8% | +21.4% | +95.4% | +103.4% |
| 5Y | +199.0% | -0.6% | +199.6% | +189.6% |
| All | +508.0% | +449.7% | +58.3% | +301.3% |
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