+4.4%
WY vs ES
+83.3%
-78.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -1.5% |
| 7D | -3.7% | -3.5% | -0.2% | -1.7% |
| 30D | -11.3% | -3.0% | -8.3% | -9.8% |
| 3M | -8.1% | -0.3% | -7.9% | -8.2% |
| 6M | -7.4% | -5.2% | -2.3% | -5.0% |
| YTD | -4.7% | +4.8% | -9.5% | -7.9% |
| 1Y | -9.2% | +12.7% | -21.9% | -17.3% |
| 3Y | -24.7% | +27.5% | -52.2% | -38.1% |
| 5Y | -21.6% | -4.7% | -16.9% | -23.6% |
| All | +4.4% | +83.3% | -78.9% | -22.8% |
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