+135.9%
WMT vs CBOE
+136.7%
-0.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.6% | +1.6% |
| 7D | 0.0% | -5.8% | +5.8% | +0.8% |
| 30D | -7.4% | -3.1% | -4.3% | -7.1% |
| 3M | -10.9% | -4.8% | -6.1% | -10.5% |
| 6M | -12.7% | -0.6% | -12.1% | -13.1% |
| YTD | -3.2% | +12.8% | -16.0% | -5.7% |
| 1Y | +5.3% | +19.8% | -14.5% | +1.5% |
| 3Y | +101.9% | +86.9% | +14.9% | +76.8% |
| All | +135.9% | +136.7% | -0.8% | +89.0% |
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 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