+161.1%
WAB vs ES
+46.3%
+114.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.9% | +4.7% | +2.3% |
| 7D | +1.4% | +1.9% | -0.5% | +1.0% |
| 30D | +0.4% | +7.1% | -6.6% | -0.9% |
| 3M | -3.8% | -1.9% | -1.9% | -3.6% |
| 6M | +5.1% | +4.4% | +0.7% | +4.1% |
| YTD | +33.3% | +7.3% | +26.0% | +31.5% |
| 1Y | +39.8% | +2.1% | +37.7% | +38.5% |
| 3Y | +161.1% | +41.8% | +119.2% | +144.3% |
| All | +161.1% | +46.3% | +114.7% | +144.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling