+87.6%
WAT vs ES
+50.8%
+36.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +9.0% | +6.7% | +2.3% | +7.2% |
| 3M | +13.5% | +0.3% | +13.1% | +13.2% |
| 6M | +35.3% | +7.4% | +27.9% | +32.4% |
| YTD | +24.0% | +8.4% | +15.6% | +20.4% |
| 1Y | +22.0% | +0.6% | +21.3% | +20.7% |
| All | +87.6% | +50.8% | +36.8% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling