+142.0%
CBOE vs WU
-51.6%
+193.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | -3.7% | -5.0% | +1.3% | -3.6% |
| 30D | +2.0% | -2.3% | +4.2% | +2.0% |
| 3M | -4.2% | -3.2% | -1.0% | -4.4% |
| 6M | +1.2% | -25.0% | +26.2% | +2.1% |
| YTD | +15.4% | -21.7% | +37.0% | +16.1% |
| 1Y | +23.5% | -9.0% | +32.5% | +23.1% |
| 3Y | +93.2% | -28.9% | +122.1% | +95.3% |
| 5Y | +142.0% | -51.0% | +193.0% | +151.0% |
| All | +142.0% | -51.6% | +193.5% | +151.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling