+15,588.9%
WWD vs ES
+834.7%
+14,754.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | -7.2% | -2.0% | -5.2% | -6.5% |
| 3M | -3.8% | +1.7% | -5.5% | -4.7% |
| 6M | -9.9% | -3.5% | -6.4% | -9.1% |
| YTD | +14.8% | +7.9% | +6.9% | +11.0% |
| 1Y | +42.1% | +17.2% | +24.9% | +32.2% |
| 3Y | +170.8% | +29.3% | +141.5% | +136.3% |
| 5Y | +197.5% | -5.7% | +203.3% | +189.7% |
| 10Y | +477.8% | +85.2% | +392.6% | +328.4% |
| All | +15,588.9% | +834.7% | +14,754.2% | +7,698.7% |
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