+946.4%
WM vs CBOE
+1,256.0%
-309.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.1% | -2.1% |
| 7D | +1.2% | +5.3% | -4.1% | -0.1% |
| 30D | +13.1% | +25.5% | -12.4% | +6.8% |
| 3M | +3.6% | +22.5% | -18.9% | -1.8% |
| 6M | +8.1% | +2.6% | +5.5% | +6.3% |
| YTD | +8.9% | +41.8% | -32.9% | -1.9% |
| 1Y | +20.3% | +40.9% | -20.5% | +8.5% |
| 3Y | +46.2% | +108.7% | -62.6% | +17.6% |
| 5Y | +59.9% | +181.4% | -121.5% | +17.5% |
| 10Y | +345.6% | +531.6% | -186.0% | +163.8% |
| All | +946.4% | +1,256.0% | -309.6% | +370.6% |
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