+298.2%
WBD vs ES
+607.8%
-309.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -1.8% | +0.3% | -2.1% | -1.9% |
| 30D | +8.8% | -2.0% | +10.7% | +9.6% |
| 3M | +4.6% | +1.7% | +3.0% | +3.5% |
| 6M | +1.1% | -3.5% | +4.6% | +1.9% |
| YTD | -2.0% | +7.9% | -9.9% | -6.3% |
| 1Y | +140.0% | +17.2% | +122.9% | +119.9% |
| 3Y | +144.4% | +29.3% | +115.1% | +111.4% |
| 5Y | -0.2% | -5.7% | +5.5% | -1.9% |
| 10Y | +9.1% | +85.2% | -76.1% | -28.6% |
| All | +298.2% | +607.8% | -309.6% | +22.8% |
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 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