+302.9%
WM vs CBOE
+385.3%
-82.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.1% |
| 7D | -0.9% | -4.6% | +3.7% | +0.3% |
| 30D | -4.3% | +2.6% | -7.0% | -5.2% |
| 3M | +0.8% | +4.9% | -4.2% | -1.1% |
| 6M | -10.8% | -2.2% | -8.6% | -11.5% |
| YTD | -0.1% | +17.7% | -17.8% | -6.1% |
| 1Y | +1.0% | +26.1% | -25.1% | -7.1% |
| 3Y | +45.1% | +97.1% | -52.0% | +15.2% |
| 5Y | +52.1% | +149.2% | -97.1% | +10.9% |
| 10Y | +302.9% | +385.1% | -82.1% | +153.7% |
| All | +302.9% | +385.3% | -82.3% | +153.7% |
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 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