+84.2%
ES vs WU
-41.4%
+125.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.3% |
| 7D | +1.4% | -0.8% | +2.3% | +1.6% |
| 30D | -1.2% | -1.1% | 0.0% | -1.0% |
| 3M | +5.0% | -1.8% | +6.8% | +4.5% |
| 6M | -2.8% | -23.9% | +21.1% | +3.3% |
| YTD | +8.6% | -20.4% | +29.0% | +13.5% |
| 1Y | +18.9% | -10.6% | +29.5% | +19.7% |
| 3Y | +32.1% | -27.7% | +59.9% | +39.5% |
| 5Y | -5.1% | -51.1% | +46.1% | +10.7% |
| 10Y | +84.2% | -40.7% | +124.9% | +104.7% |
| All | +84.2% | -41.4% | +125.6% | +104.7% |
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