+75.8%
ESI vs WU
-51.4%
+127.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | +3.9% | -4.9% | +8.9% | +5.5% |
| 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% | +20.1% |
| YTD | +44.1% | -21.1% | +65.2% | +52.4% |
| 1Y | +40.3% | -10.3% | +50.6% | +40.1% |
| 3Y | +84.1% | -28.4% | +112.4% | +95.8% |
| 5Y | +75.8% | -51.2% | +127.0% | +120.9% |
| All | +75.8% | -51.4% | +127.2% | +120.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling