+753.2%
WMT vs CBOE
+1,020.3%
-267.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -0.2% | -0.8% | +0.5% | -0.1% |
| 30D | -5.8% | +2.7% | -8.5% | -6.3% |
| 3M | -10.8% | +0.7% | -11.5% | -11.2% |
| 6M | -14.3% | -2.0% | -12.4% | -14.7% |
| YTD | -4.4% | +17.1% | -21.5% | -7.4% |
| 1Y | +4.3% | +26.5% | -22.2% | -0.3% |
| 3Y | +100.1% | +96.1% | +3.9% | +77.0% |
| 5Y | +130.8% | +149.3% | -18.5% | +95.1% |
| 10Y | +433.7% | +386.5% | +47.2% | +301.8% |
| All | +753.2% | +1,020.3% | -267.1% | +454.7% |
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 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