+142.0%
CBOE vs WWD
+187.1%
-45.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.5% |
| 7D | -3.7% | -2.9% | -0.8% | -3.6% |
| 30D | +2.0% | -6.6% | +8.6% | +2.1% |
| 3M | -4.2% | -9.3% | +5.1% | -4.3% |
| 6M | +1.2% | -13.6% | +14.8% | +1.2% |
| YTD | +15.4% | +10.4% | +5.0% | +13.5% |
| 1Y | +23.5% | +39.9% | -16.4% | +19.4% |
| 3Y | +93.2% | +165.0% | -71.9% | +70.9% |
| 5Y | +142.0% | +183.8% | -41.8% | +102.0% |
| All | +142.0% | +187.1% | -45.1% | +102.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling