+11,882.3%
WAT vs ES
+717.4%
+11,164.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -3.7% |
| 7D | -5.6% | +5.9% | -11.5% | -7.2% |
| 30D | +3.8% | +10.2% | -6.4% | +0.8% |
| 3M | +13.3% | +0.4% | +12.9% | +12.9% |
| 6M | +32.2% | +6.9% | +25.3% | +29.1% |
| YTD | +19.3% | +10.5% | +8.8% | +14.9% |
| 1Y | +21.8% | +3.2% | +18.6% | +19.3% |
| 3Y | +73.9% | +49.0% | +24.9% | +50.9% |
| 5Y | +32.1% | +4.5% | +27.6% | +26.5% |
| 10Y | +228.2% | +92.3% | +135.9% | +160.8% |
| All | +11,882.3% | +717.4% | +11,164.9% | +6,375.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling