+4,103.0%
WAB vs ES
+761.9%
+3,341.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.9% | +4.7% | +2.8% |
| 7D | +1.4% | +1.9% | -0.5% | +0.7% |
| 30D | +0.4% | +7.1% | -6.6% | -2.0% |
| 3M | -3.8% | -1.9% | -1.9% | -3.6% |
| 6M | +5.1% | +4.4% | +0.7% | +3.2% |
| YTD | +33.3% | +7.3% | +26.0% | +29.5% |
| 1Y | +39.8% | +2.1% | +37.7% | +37.4% |
| 3Y | +161.1% | +41.8% | +119.2% | +125.9% |
| 5Y | +209.5% | +1.4% | +208.0% | +197.0% |
| 10Y | +293.8% | +86.8% | +207.1% | +199.7% |
| All | +4,103.0% | +761.9% | +3,341.2% | +2,070.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling