+88.3%
ESI vs WU
-28.6%
+116.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | +3.9% | -4.9% | +8.9% | +5.0% |
| 30D | -3.8% | -1.3% | -2.5% | -3.6% |
| 3M | -13.1% | -3.6% | -9.6% | -14.1% |
| 6M | +11.3% | -24.3% | +35.7% | +17.9% |
| YTD | +44.1% | -21.1% | +65.2% | +50.1% |
| 1Y | +40.3% | -10.3% | +50.6% | +39.4% |
| All | +88.3% | -28.6% | +116.9% | +92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling