+142.7%
WFC vs CBOE
+379.3%
-236.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.2% |
| 7D | +0.3% | -3.7% | +4.0% | +1.4% |
| 30D | +2.3% | +2.0% | +0.3% | +1.5% |
| 3M | +9.8% | -4.2% | +14.0% | +10.2% |
| 6M | +15.6% | +1.2% | +14.4% | +12.3% |
| YTD | -2.4% | +15.4% | -17.8% | -9.8% |
| 1Y | +13.8% | +23.5% | -9.7% | +2.4% |
| 3Y | +134.6% | +93.2% | +41.5% | +68.6% |
| 5Y | +127.9% | +142.0% | -14.0% | +44.8% |
| All | +142.7% | +379.3% | -236.6% | +2.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling