+24.9%
ESI vs WETO
-99.3%
+124.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +11.4% | -16.0% | -4.7% |
| 7D | -6.6% | +3.6% | -10.1% | -6.6% |
| 30D | -10.9% | -17.2% | +6.3% | -10.9% |
| 3M | -13.8% | -83.7% | +69.9% | -14.8% |
| 6M | -21.5% | -98.3% | +76.7% | -21.0% |
| YTD | +34.7% | -99.0% | +133.7% | +39.9% |
| 1Y | +24.9% | -99.4% | +124.3% | +31.8% |
| All | +24.9% | -99.3% | +124.2% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling