+26.6%
WAT vs ES
-0.3%
+26.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.2% |
| 7D | +6.0% | -0.1% | +6.1% | +6.0% |
| 30D | +9.9% | +5.7% | +4.2% | +9.9% |
| 3M | +17.2% | -2.8% | +20.0% | +17.2% |
| 6M | +34.2% | +7.0% | +27.3% | +34.6% |
| YTD | +25.5% | +6.8% | +18.7% | +26.2% |
| All | +26.6% | -0.3% | +26.9% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling