+1,036.7%
CBOE vs WWD
+1,238.8%
-202.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.3% |
| 7D | -4.6% | +0.8% | -5.4% | -4.8% |
| 30D | +2.6% | -6.4% | +9.1% | +3.8% |
| 3M | +4.9% | -5.6% | +10.6% | +5.3% |
| 6M | -2.2% | -9.1% | +6.9% | -1.6% |
| YTD | +17.7% | +12.5% | +5.2% | +13.1% |
| 1Y | +26.1% | +41.3% | -15.3% | +15.2% |
| 3Y | +97.1% | +170.2% | -73.1% | +52.9% |
| 5Y | +149.2% | +192.5% | -43.3% | +86.2% |
| 10Y | +385.1% | +476.9% | -91.8% | +188.4% |
| All | +1,036.7% | +1,238.8% | -202.1% | +411.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WWD 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling