+31.7%
WEC vs CBOE
+145.0%
-113.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | -1.3% | -3.7% | +2.4% | -0.7% |
| 30D | -0.4% | +2.0% | -2.4% | -0.8% |
| 3M | -6.8% | -4.2% | -2.5% | -6.4% |
| 6M | -6.4% | +1.2% | -7.6% | -7.6% |
| YTD | +2.5% | +15.4% | -12.9% | -1.6% |
| 1Y | -0.4% | +23.5% | -23.9% | -5.9% |
| 3Y | +38.5% | +93.2% | -54.7% | +19.6% |
| 5Y | +31.7% | +142.0% | -110.3% | +7.0% |
| All | +31.7% | +145.0% | -113.3% | +7.0% |
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