+358.9%
CBOE vs WU
-39.1%
+398.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | -5.8% | -3.5% | -2.3% | -5.4% |
| 30D | -3.1% | -2.9% | -0.2% | -2.8% |
| 3M | -4.8% | -2.3% | -2.5% | -5.3% |
| 6M | -0.6% | -25.4% | +24.8% | +2.9% |
| YTD | +12.8% | -21.2% | +34.0% | +15.5% |
| 1Y | +19.8% | -8.9% | +28.6% | +19.4% |
| 3Y | +86.9% | -29.0% | +115.9% | +92.1% |
| 5Y | +136.5% | -50.7% | +187.3% | +160.7% |
| All | +358.9% | -39.1% | +398.0% | +364.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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