+1,188.5%
WDC vs CBOE
+368.5%
+820.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.7% | -2.5% |
| 7D | -4.3% | -5.8% | +1.5% | -3.1% |
| 30D | -1.5% | -3.1% | +1.7% | -0.9% |
| 3M | -15.5% | -4.8% | -10.7% | -15.2% |
| 6M | +66.5% | -0.6% | +67.0% | +63.0% |
| YTD | +159.9% | +12.8% | +147.1% | +143.5% |
| 1Y | +366.0% | +19.8% | +346.2% | +327.0% |
| 3Y | +1,285.8% | +86.9% | +1,198.9% | +929.7% |
| 5Y | +925.6% | +136.5% | +789.0% | +570.4% |
| All | +1,188.5% | +368.5% | +820.0% | +578.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling