+1,036.7%
CBOE vs WU
-7.6%
+1,044.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.3% |
| 7D | -4.6% | -0.8% | -3.8% | -4.6% |
| 30D | +2.6% | -1.1% | +3.8% | +2.8% |
| 3M | +4.9% | -1.8% | +6.7% | +4.3% |
| 6M | -2.2% | -23.9% | +21.8% | +1.3% |
| YTD | +17.7% | -20.4% | +38.1% | +20.7% |
| 1Y | +26.1% | -10.6% | +36.7% | +26.2% |
| 3Y | +97.1% | -27.7% | +124.8% | +102.2% |
| 5Y | +149.2% | -51.1% | +200.3% | +173.2% |
| 10Y | +385.1% | -40.7% | +425.8% | +396.7% |
| All | +1,036.7% | -7.6% | +1,044.3% | +954.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling