+198.7%
WELL vs CBOE
+96.4%
+102.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -1.1% | -0.8% | -0.4% | -1.0% |
| 30D | +0.7% | +2.7% | -1.9% | +0.2% |
| 3M | +14.5% | +0.7% | +13.8% | +14.0% |
| 6M | +14.4% | -2.0% | +16.4% | +14.5% |
| YTD | +28.5% | +17.1% | +11.3% | +24.4% |
| 1Y | +41.8% | +26.5% | +15.3% | +35.2% |
| All | +198.7% | +96.4% | +102.3% | +176.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling