+202.0%
WMB vs CBOE
+201.6%
+0.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | +8.1% | +4.5% | +3.6% | +7.7% |
| 30D | -6.9% | +26.2% | -33.1% | -9.0% |
| 3M | -5.1% | +27.1% | -32.2% | -7.4% |
| 6M | -5.7% | +4.2% | -9.9% | -6.1% |
| YTD | +18.1% | +48.0% | -30.0% | +12.0% |
| 1Y | +18.4% | +42.4% | -24.0% | +13.0% |
| 3Y | +122.7% | +116.8% | +5.9% | +98.3% |
| 5Y | +202.0% | +199.0% | +3.0% | +148.7% |
| All | +202.0% | +201.6% | +0.4% | +148.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling