+494.5%
ES vs WU
-19.6%
+514.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | +0.3% | -0.8% | +1.1% | +0.5% |
| 30D | -2.0% | -1.1% | -0.9% | -1.8% |
| 3M | +1.7% | -3.9% | +5.5% | +1.8% |
| 6M | -3.5% | -20.7% | +17.1% | +0.8% |
| YTD | +7.9% | -18.4% | +26.3% | +11.7% |
| 1Y | +17.2% | -8.1% | +25.2% | +17.3% |
| 3Y | +29.3% | -24.2% | +53.5% | +34.2% |
| 5Y | -5.7% | -50.4% | +44.7% | +6.6% |
| 10Y | +85.2% | -40.0% | +125.2% | +96.1% |
| All | +494.5% | -19.6% | +514.1% | +427.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling