+292.2%
WAB vs CBOE
+368.5%
-76.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.5% |
| 7D | +0.1% | -5.8% | +5.9% | +1.4% |
| 30D | -4.1% | -3.1% | -0.9% | -3.5% |
| 3M | +8.2% | -4.8% | +12.9% | +8.7% |
| 6M | +15.4% | -0.6% | +16.0% | +13.6% |
| YTD | +33.1% | +12.8% | +20.4% | +26.5% |
| 1Y | +48.1% | +19.8% | +28.3% | +38.2% |
| 3Y | +167.7% | +86.9% | +80.8% | +111.5% |
| 5Y | +225.7% | +136.5% | +89.2% | +133.4% |
| All | +292.2% | +368.5% | -76.3% | +108.7% |
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