+488.3%
ES vs WU
-20.5%
+508.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.1% | +9.1% | -9.1% | -2.2% |
| 30D | +5.7% | +12.1% | -6.4% | +2.8% |
| 3M | -2.8% | +0.3% | -3.1% | -3.1% |
| 6M | +7.0% | -19.1% | +26.1% | +11.4% |
| YTD | +6.8% | -19.2% | +26.0% | +10.6% |
| 1Y | -0.5% | -15.3% | +14.8% | +1.9% |
| 3Y | +47.2% | -21.3% | +68.5% | +51.5% |
| 5Y | +2.3% | -41.7% | +43.9% | +11.1% |
| 10Y | +85.6% | -36.0% | +121.6% | +93.4% |
| All | +488.3% | -20.5% | +508.8% | +421.9% |
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