+149.0%
WMB vs CBOE
+95.4%
+53.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +2.3% |
| 7D | +0.8% | -4.6% | +5.4% | +1.0% |
| 30D | +7.7% | +2.6% | +5.1% | +7.5% |
| 3M | +6.7% | +4.9% | +1.8% | +6.2% |
| 6M | +3.6% | -2.2% | +5.8% | +3.7% |
| YTD | +28.0% | +17.7% | +10.3% | +26.5% |
| 1Y | +37.6% | +26.1% | +11.5% | +35.5% |
| 3Y | +149.0% | +97.1% | +51.9% | +149.5% |
| All | +149.0% | +95.4% | +53.6% | +149.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling