+621.6%
WEC vs CBOE
+1,025.9%
-404.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.7% | +1.4% |
| 7D | +0.8% | -4.6% | +5.5% | +1.6% |
| 30D | +0.3% | +2.6% | -2.3% | -0.2% |
| 3M | -2.9% | +4.9% | -7.9% | -4.2% |
| 6M | -5.9% | -2.2% | -3.8% | -6.4% |
| YTD | +4.1% | +17.7% | -13.6% | -0.1% |
| 1Y | +3.1% | +26.1% | -22.9% | -2.4% |
| 3Y | +40.8% | +97.1% | -56.3% | +21.8% |
| 5Y | +31.7% | +149.2% | -117.5% | +8.2% |
| 10Y | +141.1% | +385.1% | -244.0% | +74.1% |
| All | +621.6% | +1,025.9% | -404.3% | +327.2% |
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 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