+1,354.8%
CBOE vs WWD
+1,201.7%
+153.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.9% |
| 7D | +6.3% | +4.0% | +2.3% | +5.5% |
| 30D | +24.9% | +0.4% | +24.5% | +24.5% |
| 3M | +28.5% | -7.9% | +36.4% | +29.9% |
| 6M | +2.9% | -10.6% | +13.5% | +3.9% |
| YTD | +50.7% | +9.4% | +41.3% | +45.1% |
| 1Y | +45.5% | +25.7% | +19.7% | +35.9% |
| 3Y | +116.3% | +148.5% | -32.2% | +70.5% |
| 5Y | +204.3% | +189.5% | +14.8% | +127.2% |
| 10Y | +526.3% | +451.8% | +74.6% | +274.8% |
| All | +1,354.8% | +1,201.7% | +153.1% | +556.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling