+395.0%
WFC vs CBOE
+1,045.3%
-650.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.8% | -3.6% | +7.4% | +4.9% |
| 30D | +1.5% | +5.1% | -3.6% | -0.4% |
| 3M | +10.9% | +4.6% | +6.3% | +8.0% |
| 6M | +8.4% | -0.3% | +8.7% | +6.0% |
| YTD | -1.9% | +19.8% | -21.6% | -10.5% |
| 1Y | +12.3% | +28.4% | -16.0% | -0.3% |
| 3Y | +132.3% | +104.1% | +28.2% | +65.6% |
| 5Y | +130.1% | +150.9% | -20.8% | +48.1% |
| 10Y | +134.4% | +393.5% | -259.1% | +11.3% |
| All | +395.0% | +1,045.3% | -650.3% | +42.8% |
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