+1,056.2%
CBOE vs WST
+1,901.8%
-845.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -3.6% | +0.7% | -4.4% | -3.8% |
| 30D | +5.1% | -3.1% | +8.2% | +5.6% |
| 3M | +4.6% | +7.2% | -2.6% | +3.3% |
| 6M | -0.3% | +36.8% | -37.1% | -5.5% |
| YTD | +19.8% | +23.8% | -4.1% | +15.0% |
| 1Y | +28.4% | +37.8% | -9.4% | +20.6% |
| 3Y | +104.1% | -15.9% | +120.0% | +101.1% |
| 5Y | +150.9% | -25.8% | +176.7% | +151.0% |
| 10Y | +393.5% | +319.6% | +73.9% | +193.1% |
| All | +1,056.2% | +1,901.8% | -845.5% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling