+973.7%
WELL vs CBOE
+1,316.0%
-342.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +0.1% | +4.5% | -4.3% | -1.2% |
| 30D | +6.8% | +26.2% | -19.4% | -0.6% |
| 3M | +6.7% | +27.1% | -20.4% | -1.3% |
| 6M | +13.8% | +4.2% | +9.6% | +11.1% |
| YTD | +33.8% | +48.0% | -14.2% | +16.3% |
| 1Y | +29.6% | +42.4% | -12.8% | +14.0% |
| 3Y | +203.1% | +116.8% | +86.2% | +129.7% |
| 5Y | +223.8% | +199.0% | +24.8% | +117.0% |
| 10Y | +462.8% | +515.4% | -52.6% | +206.7% |
| All | +973.7% | +1,316.0% | -342.2% | +331.0% |
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 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