+482.2%
WAT vs CBOE
+1,045.3%
-563.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.3% | -3.6% | +2.3% | -0.5% |
| 30D | +2.3% | +5.1% | -2.7% | +0.8% |
| 3M | +8.7% | +4.6% | +4.1% | +6.6% |
| 6M | +28.3% | -0.3% | +28.6% | +26.3% |
| YTD | +7.8% | +19.8% | -12.0% | +0.6% |
| 1Y | +36.6% | +28.4% | +8.2% | +24.7% |
| 3Y | +45.7% | +104.1% | -58.4% | +12.5% |
| 5Y | -3.3% | +150.9% | -154.2% | -30.8% |
| 10Y | +162.1% | +393.5% | -231.4% | +45.6% |
| All | +482.2% | +1,045.3% | -563.1% | +119.3% |
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 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