+53.7%
WAT vs CBOE
+96.4%
-42.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.4% |
| 7D | -1.8% | -0.8% | -1.0% | -1.9% |
| 30D | -1.7% | +2.7% | -4.4% | -1.4% |
| 3M | +9.1% | +0.7% | +8.4% | +9.2% |
| 6M | +32.4% | -2.0% | +34.4% | +32.4% |
| YTD | +6.6% | +17.1% | -10.6% | +9.1% |
| 1Y | +34.7% | +26.5% | +8.2% | +39.2% |
| All | +53.7% | +96.4% | -42.7% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling