+42.9%
WELL vs CBOE
+29.2%
+13.8%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.0% |
| 7D | -0.8% | -3.6% | +2.8% | -0.2% |
| 30D | -0.1% | +5.1% | -5.2% | -0.9% |
| 3M | +18.0% | +4.6% | +13.4% | +16.8% |
| 6M | +15.0% | -0.3% | +15.3% | +15.7% |
| YTD | +28.6% | +19.8% | +8.9% | +25.7% |
| 1Y | +42.9% | +28.4% | +14.6% | +36.6% |
| All | +42.9% | +29.2% | +13.8% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling