+561.8%
GWW vs CBOE
+368.5%
+193.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.1% |
| 7D | -3.4% | -5.8% | +2.5% | -2.2% |
| 30D | -1.9% | -3.1% | +1.2% | -1.3% |
| 3M | -2.4% | -4.8% | +2.4% | -1.8% |
| 6M | +15.7% | -0.6% | +16.3% | +14.3% |
| YTD | +27.6% | +12.8% | +14.8% | +22.1% |
| 1Y | +27.2% | +19.8% | +7.4% | +19.7% |
| 3Y | +89.7% | +86.9% | +2.7% | +54.6% |
| 5Y | +223.9% | +136.5% | +87.4% | +142.7% |
| All | +561.8% | +368.5% | +193.3% | +294.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 10y: compounded portfolio wealth divided by compounded CBOE 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…
10y analysis · Full analysis span regression · 6 months rolling