+45.5%
WM vs CBOE
+103.4%
-57.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | -3.6% | +3.3% | +0.2% |
| 30D | -2.4% | +5.1% | -7.4% | -3.1% |
| 3M | +0.4% | +4.6% | -4.2% | -0.5% |
| 6M | -9.5% | -0.3% | -9.2% | -10.4% |
| YTD | +0.5% | +19.8% | -19.2% | -3.6% |
| 1Y | -1.1% | +28.4% | -29.4% | -6.3% |
| All | +45.5% | +103.4% | -57.9% | +33.2% |
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