+148.4%
WBD vs ES
+33.1%
+115.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -0.7% | +1.4% | -2.1% | -1.3% |
| 30D | +5.0% | -1.2% | +6.2% | +5.5% |
| 3M | +6.2% | +5.0% | +1.2% | +3.6% |
| 6M | +0.6% | -2.8% | +3.4% | +1.4% |
| YTD | -2.4% | +8.6% | -11.0% | -7.5% |
| 1Y | +127.7% | +18.9% | +108.8% | +102.4% |
| 3Y | +148.4% | +32.1% | +116.3% | +95.8% |
| All | +148.4% | +33.1% | +115.3% | +95.8% |
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