+461.1%
WWD vs ES
+87.3%
+373.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +0.4% | +0.9% | -0.4% | 0.0% |
| 30D | -0.4% | +5.9% | -6.3% | -2.6% |
| 3M | -6.1% | -1.0% | -5.1% | -6.1% |
| 6M | -9.5% | +7.2% | -16.7% | -12.2% |
| YTD | +10.8% | +7.0% | +3.8% | +7.3% |
| 1Y | +23.5% | +0.5% | +23.1% | +21.6% |
| 3Y | +151.3% | +48.7% | +102.6% | +106.3% |
| 5Y | +187.8% | +1.9% | +185.9% | +174.0% |
| 10Y | +461.1% | +89.2% | +371.9% | +422.3% |
| All | +461.1% | +87.3% | +373.8% | +422.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling