+4,092.2%
WAB vs ES
+766.6%
+3,325.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -3.2% | +0.3% | -3.5% | -3.3% |
| 30D | -4.4% | -2.0% | -2.5% | -3.9% |
| 3M | +7.9% | +1.7% | +6.2% | +7.1% |
| 6M | +8.7% | -3.5% | +12.2% | +9.7% |
| YTD | +33.0% | +7.9% | +25.1% | +29.3% |
| 1Y | +46.7% | +17.2% | +29.5% | +38.0% |
| 3Y | +153.0% | +29.3% | +123.7% | +126.0% |
| 5Y | +222.3% | -5.7% | +228.0% | +217.6% |
| 10Y | +291.0% | +85.2% | +205.8% | +199.0% |
| All | +4,092.2% | +766.6% | +3,325.6% | +2,066.8% |
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