+865.6%
WM vs CBOE
+1,045.3%
-179.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | -3.6% | +3.3% | +0.6% |
| 30D | -2.4% | +5.1% | -7.4% | -3.7% |
| 3M | +0.4% | +4.6% | -4.2% | -1.2% |
| 6M | -9.5% | -0.3% | -9.2% | -10.6% |
| YTD | +0.5% | +19.8% | -19.2% | -5.4% |
| 1Y | -1.1% | +28.4% | -29.4% | -8.7% |
| 3Y | +46.0% | +104.1% | -58.1% | +17.9% |
| 5Y | +51.8% | +150.9% | -99.1% | +14.8% |
| 10Y | +307.5% | +393.5% | -86.0% | +156.0% |
| All | +865.6% | +1,045.3% | -179.7% | +353.7% |
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 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