+916.1%
WDC vs CBOE
+136.7%
+779.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.7% | -3.3% |
| 7D | -4.3% | -5.8% | +1.5% | -5.2% |
| 30D | -1.5% | -3.1% | +1.7% | -2.0% |
| 3M | -15.5% | -4.8% | -10.7% | -14.8% |
| 6M | +66.5% | -0.6% | +67.0% | +68.4% |
| YTD | +159.9% | +12.8% | +147.1% | +163.6% |
| 1Y | +366.0% | +19.8% | +346.2% | +372.4% |
| 3Y | +1,285.8% | +86.9% | +1,198.9% | +1,191.8% |
| All | +916.1% | +136.7% | +779.4% | +751.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling