+113.2%
WDC vs CBOE
+39.5%
+73.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.3% | -7.0% | -6.6% |
| 7D | -18.3% | +7.7% | -26.0% | -15.0% |
| 30D | -26.7% | +24.4% | -51.1% | -19.1% |
| 3M | -40.9% | +20.0% | -61.0% | -36.0% |
| 6M | -26.8% | +2.4% | -29.1% | -22.5% |
| YTD | +88.2% | +38.5% | +49.6% | +163.8% |
| 1Y | +113.2% | +39.0% | +74.2% | +197.3% |
| All | +113.2% | +39.5% | +73.7% | +197.3% |
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 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