+1,438.9%
GWW vs CBOE
+1,020.3%
+418.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -0.5% | -0.8% | +0.3% | -0.3% |
| 30D | -1.4% | +2.7% | -4.1% | -2.1% |
| 3M | -3.6% | +0.7% | -4.4% | -4.3% |
| 6M | +15.1% | -2.0% | +17.1% | +14.1% |
| YTD | +27.5% | +17.1% | +10.3% | +20.9% |
| 1Y | +29.6% | +26.5% | +3.1% | +20.4% |
| 3Y | +90.1% | +96.1% | -6.1% | +54.4% |
| 5Y | +222.6% | +149.3% | +73.3% | +142.7% |
| 10Y | +566.5% | +386.5% | +180.0% | +307.8% |
| All | +1,438.9% | +1,020.3% | +418.6% | +566.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling