+295.3%
ESI vs NWSA
+148.8%
+146.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -4.1% |
| 7D | -2.3% | -4.8% | +2.4% | +0.1% |
| 30D | -9.0% | +3.0% | -12.0% | -10.6% |
| 3M | -13.3% | +9.3% | -22.6% | -18.5% |
| 6M | +5.3% | +23.2% | -17.9% | -7.7% |
| YTD | +37.6% | +13.3% | +24.3% | +25.3% |
| 1Y | +33.6% | +2.9% | +30.7% | +28.0% |
| 3Y | +75.8% | +43.3% | +32.4% | +40.4% |
| 5Y | +68.6% | +40.9% | +27.7% | +32.6% |
| All | +295.3% | +148.8% | +146.5% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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