+38.2%
WBD vs CBOE
+1,020.3%
-982.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -1.7% | -0.8% | -0.9% | -1.6% |
| 30D | +3.9% | +2.7% | +1.2% | +3.3% |
| 3M | +5.1% | +0.7% | +4.4% | +4.6% |
| 6M | +0.6% | -2.0% | +2.6% | 0.0% |
| YTD | -3.2% | +17.1% | -20.3% | -7.0% |
| 1Y | +127.7% | +26.5% | +101.2% | +115.2% |
| 3Y | +146.6% | +96.1% | +50.4% | +107.4% |
| 5Y | +4.2% | +149.3% | -145.1% | -18.2% |
| 10Y | +13.7% | +386.5% | -372.8% | -28.0% |
| All | +38.2% | +1,020.3% | -982.2% | -38.3% |
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