+280.5%
WAB vs ES
+87.3%
+193.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +4.0% | +0.9% | +3.2% | +3.7% |
| 30D | +6.3% | +5.9% | +0.4% | +4.3% |
| 3M | +3.3% | -1.0% | +4.3% | +3.3% |
| 6M | +14.5% | +7.2% | +7.3% | +11.6% |
| YTD | +42.7% | +7.0% | +35.7% | +39.0% |
| 1Y | +45.2% | +0.5% | +44.7% | +43.5% |
| 3Y | +173.8% | +48.7% | +125.1% | +134.0% |
| 5Y | +223.8% | +1.9% | +221.8% | +212.8% |
| 10Y | +280.5% | +89.2% | +191.3% | +278.2% |
| All | +280.5% | +87.3% | +193.2% | +278.2% |
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