+336.3%
WBD vs ES
+552.0%
-215.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -3.9% | +17.6% | +15.4% |
| 7D | +13.7% | -3.9% | +17.6% | +15.4% |
| 30D | +13.7% | -3.9% | +17.6% | +15.4% |
| 3M | +13.7% | -3.9% | +17.6% | +15.4% |
| 6M | +13.3% | -4.7% | +18.0% | +15.3% |
| YTD | +7.4% | -0.6% | +8.0% | +6.6% |
| 1Y | +63.0% | -6.7% | +69.7% | +65.6% |
| 3Y | +206.7% | +34.6% | +172.1% | +161.6% |
| 5Y | +18.4% | -6.3% | +24.7% | +17.3% |
| 10Y | +11.8% | +75.0% | -63.3% | -25.0% |
| All | +336.3% | +552.0% | -215.8% | +39.9% |
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