+198.2%
ESI vs WSM
+1,181.8%
-983.6%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.2% |
| 7D | +5.5% | 0.0% | +5.5% | +5.5% |
| 30D | -7.8% | +5.1% | -12.8% | -9.8% |
| 3M | -15.0% | +5.1% | -20.1% | -17.0% |
| 6M | -24.9% | +48.6% | -73.5% | -35.4% |
| YTD | +33.2% | +44.2% | -11.0% | +15.5% |
| 1Y | +24.9% | +38.1% | -13.2% | +10.0% |
| 3Y | +77.8% | +257.2% | -179.5% | +5.9% |
| 5Y | +37.1% | +165.1% | -128.0% | -13.4% |
| 10Y | +320.5% | +1,123.6% | -803.1% | +28.0% |
| All | +198.2% | +1,181.8% | -983.6% | -9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling