+26,336.4%
WM vs ES
+1,243.3%
+25,093.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | -2.4% | -2.0% | -0.4% | -1.8% |
| 3M | +0.4% | +1.7% | -1.3% | -0.1% |
| 6M | -9.5% | -3.5% | -5.9% | -8.6% |
| YTD | +0.5% | +7.9% | -7.4% | -2.2% |
| 1Y | -1.1% | +17.2% | -18.3% | -6.9% |
| 3Y | +46.0% | +29.3% | +16.7% | +30.5% |
| 5Y | +51.8% | -5.7% | +57.6% | +49.8% |
| 10Y | +307.5% | +85.2% | +222.3% | +222.8% |
| All | +26,336.4% | +1,243.3% | +25,093.1% | +13,043.3% |
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