+68.6%
ESI vs WSM
+171.2%
-102.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.8% | -3.9% |
| 7D | -2.3% | +0.4% | -2.8% | -2.4% |
| 30D | -9.0% | -10.7% | +1.7% | -5.3% |
| 3M | -13.3% | +8.5% | -21.7% | -16.0% |
| 6M | +5.3% | +19.6% | -14.4% | -1.8% |
| YTD | +37.6% | +26.6% | +11.0% | +25.5% |
| 1Y | +33.6% | +12.0% | +21.7% | +27.0% |
| 3Y | +75.8% | +226.6% | -150.9% | +7.9% |
| 5Y | +68.6% | +174.1% | -105.5% | +6.2% |
| All | +68.6% | +171.2% | -102.6% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling