+14,278.8%
WWD vs ES
+829.6%
+13,449.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.9% | +6.3% | +4.4% |
| 7D | +4.2% | +1.9% | +2.3% | +3.3% |
| 30D | -2.1% | +7.1% | -9.2% | -4.8% |
| 3M | -13.2% | -1.9% | -11.2% | -12.9% |
| 6M | -16.9% | +4.4% | -21.2% | -18.7% |
| YTD | +5.2% | +7.3% | -2.1% | +1.6% |
| 1Y | +20.6% | +2.1% | +18.5% | +17.9% |
| 3Y | +146.3% | +41.8% | +104.5% | +107.3% |
| 5Y | +171.3% | +1.4% | +169.9% | +156.2% |
| 10Y | +471.3% | +86.8% | +384.6% | +320.8% |
| All | +14,278.8% | +829.6% | +13,449.2% | +7,035.6% |
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