-21.9%
WY vs ES
+42.6%
-64.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -0.8% | -0.1% | -0.7% | -0.7% |
| 30D | +10.6% | +5.7% | +4.9% | +8.3% |
| 3M | -16.6% | -2.8% | -13.8% | -15.7% |
| 6M | -8.6% | +7.0% | -15.6% | -11.1% |
| YTD | -8.4% | +6.8% | -15.2% | -11.2% |
| 1Y | -5.1% | -0.5% | -4.6% | -5.9% |
| 3Y | -21.9% | +47.2% | -69.1% | -38.4% |
| All | -21.9% | +42.6% | -64.6% | -38.4% |
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