+947.9%
WM vs CBOE
+1,254.1%
-306.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | -0.5% | +1.0% | -1.5% | -0.7% |
| 30D | +13.3% | +16.0% | -2.7% | +9.2% |
| 3M | +4.4% | +23.4% | -19.1% | -1.3% |
| 6M | +10.8% | +1.7% | +9.1% | +9.3% |
| YTD | +9.1% | +41.6% | -32.5% | -1.7% |
| 1Y | +19.1% | +38.5% | -19.3% | +7.9% |
| 3Y | +45.7% | +105.7% | -60.1% | +17.7% |
| 5Y | +60.4% | +185.4% | -125.0% | +17.4% |
| 10Y | +328.7% | +504.1% | -175.4% | +156.2% |
| All | +947.9% | +1,254.1% | -306.2% | +371.4% |
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 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