+2.9%
WY vs ES
+87.3%
-84.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | +0.2% | +0.9% | -0.7% | -0.3% |
| 30D | +8.0% | +5.9% | +2.1% | +4.6% |
| 3M | -17.7% | -1.0% | -16.6% | -17.2% |
| 6M | -10.8% | +7.2% | -17.9% | -14.4% |
| YTD | -10.6% | +7.0% | -17.6% | -14.6% |
| 1Y | -5.7% | +0.5% | -6.2% | -7.4% |
| 3Y | -24.8% | +48.7% | -73.4% | -43.7% |
| 5Y | -31.7% | +1.9% | -33.7% | -36.2% |
| 10Y | +2.9% | +89.2% | -86.2% | -22.3% |
| All | +2.9% | +87.3% | -84.4% | -22.3% |
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