+148.5%
WWD vs ES
+53.3%
+95.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | +4.0% | +2.7% | +1.2% | +3.8% |
| 30D | +0.4% | +7.6% | -7.2% | -0.2% |
| 3M | -7.9% | +0.5% | -8.4% | -7.9% |
| 6M | -10.6% | +7.6% | -18.2% | -11.3% |
| YTD | +9.4% | +10.2% | -0.8% | +8.3% |
| 1Y | +25.7% | +1.8% | +23.9% | +25.1% |
| 3Y | +148.5% | +55.4% | +93.2% | +140.2% |
| All | +148.5% | +53.3% | +95.2% | +140.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling