+878.8%
WMB vs CBOE
+1,025.9%
-147.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +2.8% |
| 7D | +0.8% | -4.6% | +5.4% | +2.2% |
| 30D | +7.7% | +2.6% | +5.1% | +6.7% |
| 3M | +6.7% | +4.9% | +1.8% | +4.3% |
| 6M | +3.6% | -2.2% | +5.8% | +2.6% |
| YTD | +28.0% | +17.7% | +10.3% | +19.2% |
| 1Y | +37.6% | +26.1% | +11.5% | +25.2% |
| 3Y | +149.0% | +97.1% | +51.9% | +91.2% |
| 5Y | +285.3% | +149.2% | +136.1% | +167.9% |
| 10Y | +302.1% | +385.1% | -83.0% | +114.1% |
| All | +878.8% | +1,025.9% | -147.1% | +229.0% |
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