+36.6%
WAT vs CBOE
+29.2%
+7.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.3% | -3.6% | +2.3% | -1.5% |
| 30D | +2.3% | +5.1% | -2.7% | +2.8% |
| 3M | +8.7% | +4.6% | +4.1% | +9.0% |
| 6M | +28.3% | -0.3% | +28.6% | +27.8% |
| YTD | +7.8% | +19.8% | -12.0% | +11.1% |
| 1Y | +36.6% | +28.4% | +8.2% | +46.1% |
| All | +36.6% | +29.2% | +7.4% | +46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling