+660.3%
WY vs ES
+1,243.3%
-582.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | -1.7% | +0.3% | -2.0% | -1.9% |
| 30D | -10.1% | -2.0% | -8.1% | -9.4% |
| 3M | -5.1% | +1.7% | -6.8% | -6.0% |
| 6M | -4.8% | -3.5% | -1.2% | -3.5% |
| YTD | -0.2% | +7.9% | -8.1% | -3.9% |
| 1Y | -6.6% | +17.2% | -23.8% | -14.0% |
| 3Y | -22.7% | +29.3% | -52.0% | -32.9% |
| 5Y | -22.2% | -5.7% | -16.5% | -23.2% |
| 10Y | +7.3% | +85.2% | -77.9% | -18.6% |
| All | +660.3% | +1,243.3% | -582.9% | +208.6% |
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