+0.8%
ES vs WU
-15.5%
+16.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.6% |
| 7D | +1.9% | +11.7% | -9.8% | +0.4% |
| 30D | +7.1% | +12.6% | -5.6% | +5.4% |
| 3M | -1.9% | -0.5% | -1.4% | -2.1% |
| 6M | +4.4% | -18.2% | +22.5% | +5.5% |
| YTD | +7.3% | -19.0% | +26.3% | +6.9% |
| All | +0.8% | -15.5% | +16.3% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling