+86.3%
ESI vs NWSA
+44.8%
+41.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.4% | +1.3% |
| 7D | +5.4% | -2.6% | +8.0% | +6.5% |
| 30D | -4.2% | +4.6% | -8.8% | -6.1% |
| 3M | -9.6% | +10.2% | -19.8% | -14.2% |
| 6M | +18.3% | +21.6% | -3.3% | +5.3% |
| YTD | +45.8% | +14.6% | +31.2% | +34.0% |
| 1Y | +39.2% | +0.4% | +38.8% | +39.7% |
| 3Y | +86.3% | +45.0% | +41.3% | +45.7% |
| All | +86.3% | +44.8% | +41.5% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling