+264.6%
WAB vs ES
+96.6%
+168.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | +7.9% | -1.1% | +9.0% | +8.2% |
| 30D | +4.9% | +8.2% | -3.3% | +2.2% |
| 3M | +1.8% | +0.6% | +1.2% | +1.3% |
| 6M | +12.0% | +6.0% | +6.0% | +9.6% |
| YTD | +41.3% | +9.3% | +31.9% | +36.8% |
| 1Y | +43.8% | +1.1% | +42.7% | +42.0% |
| 3Y | +171.1% | +51.9% | +119.2% | +130.1% |
| 5Y | +217.7% | +6.5% | +211.3% | +202.9% |
| All | +264.6% | +96.6% | +168.0% | +257.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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