+12,001.8%
WAT vs ES
+693.7%
+11,308.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.8% |
| 7D | -1.1% | +1.9% | -3.0% | -1.7% |
| 30D | +5.0% | +7.1% | -2.1% | +2.7% |
| 3M | +14.5% | -1.9% | +16.4% | +14.8% |
| 6M | +30.9% | +4.4% | +26.6% | +28.7% |
| YTD | +20.5% | +7.3% | +13.2% | +17.0% |
| 1Y | +23.3% | +2.1% | +21.2% | +21.0% |
| 3Y | +81.5% | +41.8% | +39.6% | +59.8% |
| 5Y | +33.4% | +1.4% | +31.9% | +28.8% |
| 10Y | +231.5% | +86.8% | +144.7% | +165.6% |
| All | +12,001.8% | +693.7% | +11,308.1% | +6,494.1% |
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