+295.3%
ESI vs WU
-39.5%
+334.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.2% |
| 7D | -2.3% | -5.0% | +2.6% | -0.3% |
| 30D | -9.0% | -2.3% | -6.8% | -8.4% |
| 3M | -13.3% | -3.2% | -10.0% | -14.4% |
| 6M | +5.3% | -25.0% | +30.3% | +16.1% |
| YTD | +37.6% | -21.7% | +59.3% | +48.1% |
| 1Y | +33.6% | -9.0% | +42.6% | +32.7% |
| 3Y | +75.8% | -28.9% | +104.6% | +90.8% |
| 5Y | +68.6% | -51.0% | +119.6% | +117.1% |
| All | +295.3% | -39.5% | +334.8% | +345.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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