+28,817.6%
WM vs ES
+1,247.8%
+27,569.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.4% | +1.0% |
| 7D | +5.9% | +5.3% | +0.6% | +4.2% |
| 30D | +15.4% | +8.9% | +6.5% | +12.3% |
| 3M | +6.3% | -1.9% | +8.3% | +7.0% |
| 6M | +5.6% | +3.9% | +1.7% | +4.2% |
| YTD | +9.9% | +8.3% | +1.7% | +6.8% |
| 1Y | +20.8% | -0.1% | +21.0% | +19.9% |
| 3Y | +48.5% | +46.0% | +2.5% | +27.8% |
| 5Y | +60.6% | +3.1% | +57.5% | +53.9% |
| 10Y | +349.8% | +88.4% | +261.4% | +254.4% |
| All | +28,817.6% | +1,247.8% | +27,569.8% | +14,256.4% |
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