+297.3%
ESI vs WTW
+198.0%
+99.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -4.6% | -5.7% | +1.1% | -2.4% |
| 30D | -10.5% | -7.3% | -3.3% | -8.1% |
| 3M | -19.8% | +21.5% | -41.3% | -27.1% |
| 6M | +5.8% | +9.6% | -3.8% | -0.5% |
| YTD | +38.3% | -3.3% | +41.6% | +36.6% |
| 1Y | +31.5% | -6.1% | +37.7% | +31.5% |
| 3Y | +80.7% | +61.8% | +18.8% | +32.7% |
| 5Y | +69.4% | +42.7% | +26.8% | +31.8% |
| All | +297.3% | +198.0% | +99.3% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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