+297.3%
ESI vs WSM
+1,071.8%
-774.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | -4.6% | -0.5% | -4.1% | -4.4% |
| 30D | -10.5% | -7.7% | -2.8% | -8.0% |
| 3M | -19.8% | +3.8% | -23.6% | -21.1% |
| 6M | +5.8% | +22.7% | -16.9% | -1.9% |
| YTD | +38.3% | +28.0% | +10.3% | +26.2% |
| 1Y | +31.5% | +12.7% | +18.8% | +25.1% |
| 3Y | +80.7% | +231.3% | -150.6% | +12.8% |
| 5Y | +69.4% | +177.2% | -107.8% | +7.8% |
| All | +297.3% | +1,071.8% | -774.4% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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