+2,124.7%
WDC vs CBOE
+1,025.9%
+1,098.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.6% |
| 7D | +6.0% | -4.6% | +10.6% | +7.2% |
| 30D | +9.9% | +2.6% | +7.3% | +9.2% |
| 3M | -9.4% | +4.9% | -14.3% | -11.7% |
| 6M | +94.7% | -2.2% | +96.9% | +91.3% |
| YTD | +177.4% | +17.7% | +159.6% | +155.9% |
| 1Y | +412.6% | +26.1% | +386.5% | +361.1% |
| 3Y | +1,359.8% | +97.1% | +1,262.7% | +977.0% |
| 5Y | +992.6% | +149.2% | +843.4% | +620.6% |
| 10Y | +1,245.5% | +385.1% | +860.4% | +575.9% |
| All | +2,124.7% | +1,025.9% | +1,098.8% | +623.9% |
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