+417.4%
WDC vs CBOE
+29.2%
+388.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.8% |
| 7D | +1.7% | -3.6% | +5.4% | +0.1% |
| 30D | -10.0% | +5.1% | -15.0% | -7.6% |
| 3M | -18.8% | +4.6% | -23.4% | -13.9% |
| 6M | +79.0% | -0.3% | +79.3% | +92.6% |
| YTD | +171.6% | +19.8% | +151.8% | +229.9% |
| 1Y | +417.4% | +28.4% | +389.0% | +562.5% |
| All | +417.4% | +29.2% | +388.2% | +562.5% |
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