+224.6%
ESI vs NWSA
+105.7%
+118.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.8% | +4.0% |
| 7D | +3.3% | -1.9% | +5.2% | +4.4% |
| 30D | -5.9% | +4.6% | -10.4% | -8.4% |
| 3M | -14.1% | +13.2% | -27.3% | -21.3% |
| 6M | +6.6% | +27.0% | -20.4% | -9.3% |
| YTD | +45.0% | +16.8% | +28.2% | +28.7% |
| 1Y | +41.5% | +4.5% | +36.9% | +33.7% |
| 3Y | +78.8% | +46.2% | +32.5% | +38.2% |
| 5Y | +70.9% | +40.9% | +30.0% | +31.3% |
| 10Y | +317.1% | +145.1% | +172.0% | +108.5% |
| All | +224.6% | +105.7% | +118.9% | +54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling