+1,354.8%
CBOE vs WST
+2,353.5%
-998.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.5% | +1.6% |
| 7D | +6.3% | +4.2% | +2.0% | +5.6% |
| 30D | +24.9% | +11.2% | +13.7% | +22.8% |
| 3M | +28.5% | +20.4% | +8.1% | +24.5% |
| 6M | +2.9% | +37.9% | -35.0% | -2.5% |
| YTD | +50.7% | +51.8% | -1.1% | +39.9% |
| 1Y | +45.5% | +56.6% | -11.1% | +34.2% |
| 3Y | +116.3% | +24.2% | +92.1% | +97.5% |
| 5Y | +204.3% | +0.7% | +203.7% | +186.7% |
| 10Y | +526.3% | +456.3% | +70.0% | +251.9% |
| All | +1,354.8% | +2,353.5% | -998.7% | +388.0% |
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