+234.8%
WAT vs ES
+82.6%
+152.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.3% |
| 7D | +6.0% | -0.1% | +6.1% | +6.0% |
| 30D | +9.9% | +5.7% | +4.2% | +7.6% |
| 3M | +17.2% | -2.8% | +20.0% | +18.0% |
| 6M | +34.2% | +7.0% | +27.3% | +30.3% |
| YTD | +25.5% | +6.8% | +18.7% | +21.3% |
| 1Y | +28.3% | -0.5% | +28.7% | +26.6% |
| 3Y | +88.4% | +47.2% | +41.2% | +57.2% |
| 5Y | +36.1% | +2.3% | +33.9% | +29.6% |
| 10Y | +234.8% | +85.6% | +149.2% | +182.2% |
| All | +234.8% | +82.6% | +152.2% | +182.2% |
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 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