+89.2%
ES vs WU
-35.7%
+124.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | +0.9% | +11.0% | -10.2% | -1.9% |
| 30D | +5.9% | +13.4% | -7.5% | +2.4% |
| 3M | -1.0% | +2.2% | -3.3% | -1.9% |
| 6M | +7.2% | -18.2% | +25.4% | +11.7% |
| YTD | +7.0% | -18.3% | +25.3% | +10.9% |
| 1Y | +0.5% | -12.2% | +12.6% | +2.0% |
| 3Y | +48.7% | -20.8% | +69.5% | +53.2% |
| 5Y | +1.9% | -42.6% | +44.5% | +12.9% |
| 10Y | +89.2% | -35.5% | +124.6% | +106.8% |
| All | +89.2% | -35.7% | +124.8% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling