+161.8%
WAT vs CBOE
+379.3%
-217.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | -2.9% | -3.7% | +0.8% | -2.1% |
| 30D | -3.2% | +2.0% | -5.2% | -3.8% |
| 3M | +10.6% | -4.2% | +14.8% | +11.0% |
| 6M | +34.0% | +1.2% | +32.9% | +31.6% |
| YTD | +5.7% | +15.4% | -9.6% | +0.1% |
| 1Y | +37.1% | +23.5% | +13.6% | +27.1% |
| 3Y | +52.4% | +93.2% | -40.8% | +20.3% |
| 5Y | -4.4% | +142.0% | -146.4% | -30.8% |
| All | +161.8% | +379.3% | -217.5% | +59.2% |
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