+75.8%
ESI vs NWSA
+40.1%
+35.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +3.9% | -3.1% | +7.0% | +5.5% |
| 30D | -3.8% | +4.3% | -8.1% | -6.0% |
| 3M | -13.1% | +9.2% | -22.4% | -18.2% |
| 6M | +11.3% | +21.6% | -10.2% | -2.0% |
| YTD | +44.1% | +14.2% | +29.9% | +30.6% |
| 1Y | +40.3% | +1.8% | +38.6% | +36.1% |
| 3Y | +84.1% | +44.4% | +39.6% | +44.3% |
| 5Y | +75.8% | +41.0% | +34.9% | +35.3% |
| All | +75.8% | +40.1% | +35.7% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling