+231.8%
WAT vs ES
+87.3%
+144.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +3.4% | +0.9% | +2.5% | +3.0% |
| 30D | +9.6% | +5.9% | +3.7% | +7.3% |
| 3M | +15.5% | -1.0% | +16.5% | +15.5% |
| 6M | +33.9% | +7.2% | +26.7% | +29.9% |
| YTD | +25.2% | +7.0% | +18.2% | +20.9% |
| 1Y | +26.3% | +0.5% | +25.8% | +24.2% |
| 3Y | +85.8% | +48.7% | +37.2% | +54.4% |
| 5Y | +35.3% | +1.9% | +33.4% | +28.9% |
| 10Y | +231.8% | +89.2% | +142.6% | +176.9% |
| All | +231.8% | +87.3% | +144.5% | +176.9% |
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