+61.9%
WM vs CBOE
+202.6%
-140.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.5% |
| 7D | +3.2% | +6.3% | -3.1% | +2.0% |
| 30D | +13.0% | +24.9% | -11.9% | +8.3% |
| 3M | +9.2% | +28.5% | -19.2% | +3.9% |
| 6M | +13.6% | +2.9% | +10.8% | +12.5% |
| YTD | +12.4% | +50.7% | -38.3% | +1.7% |
| 1Y | +21.2% | +45.5% | -24.3% | +10.6% |
| 3Y | +48.7% | +116.3% | -67.7% | +22.4% |
| All | +61.9% | +202.6% | -140.8% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling