+86.9%
CBOE vs WY
-24.8%
+111.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.6% | -2.2% |
| 7D | -5.8% | -4.2% | -1.6% | -5.8% |
| 30D | -3.1% | -10.1% | +6.9% | -3.2% |
| 3M | -4.8% | -8.5% | +3.7% | -4.8% |
| 6M | -0.6% | -3.3% | +2.8% | -0.6% |
| YTD | +12.8% | -4.4% | +17.2% | +12.8% |
| 1Y | +19.8% | -11.5% | +31.3% | +19.9% |
| 3Y | +86.9% | -24.3% | +111.3% | +87.8% |
| All | +86.9% | -24.8% | +111.7% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 3y: compounded portfolio wealth divided by compounded WY 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…
3y analysis · Full analysis span regression · 6 months rolling