+283.3%
WMB vs CBOE
+514.1%
-230.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | +8.1% | +4.5% | +3.6% | +6.9% |
| 30D | -6.9% | +26.2% | -33.1% | -12.8% |
| 3M | -5.1% | +27.1% | -32.2% | -11.7% |
| 6M | -5.7% | +4.2% | -9.9% | -7.7% |
| YTD | +18.1% | +48.0% | -30.0% | +2.9% |
| 1Y | +18.4% | +42.4% | -24.0% | +4.4% |
| 3Y | +122.7% | +116.8% | +5.9% | +67.5% |
| 5Y | +202.0% | +199.0% | +3.0% | +98.0% |
| All | +283.3% | +514.1% | -230.8% | +94.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling