+228.3%
WAT vs ES
+98.2%
+130.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | +0.6% | +2.7% | -2.1% | -0.4% |
| 30D | +5.4% | +7.6% | -2.2% | +2.6% |
| 3M | +11.3% | +0.5% | +10.8% | +10.8% |
| 6M | +37.4% | +7.6% | +29.8% | +33.2% |
| YTD | +21.2% | +10.2% | +11.0% | +15.8% |
| 1Y | +21.3% | +1.8% | +19.5% | +18.8% |
| 3Y | +83.4% | +55.4% | +28.0% | +50.0% |
| 5Y | +29.0% | +7.3% | +21.7% | +20.7% |
| All | +228.3% | +98.2% | +130.1% | +172.4% |
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