+320.7%
ESI vs WWD
+479.8%
-159.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | +3.9% | +0.6% | +3.3% | +3.6% |
| 30D | -3.8% | -5.1% | +1.3% | -1.2% |
| 3M | -13.1% | -11.2% | -1.9% | -7.7% |
| 6M | +11.3% | -12.0% | +23.4% | +18.6% |
| YTD | +44.1% | +12.0% | +32.1% | +34.3% |
| 1Y | +40.3% | +42.8% | -2.5% | +14.2% |
| 3Y | +84.1% | +168.9% | -84.9% | +4.2% |
| 5Y | +75.8% | +192.2% | -116.4% | -7.2% |
| 10Y | +320.7% | +495.3% | -174.5% | +28.8% |
| All | +320.7% | +479.8% | -159.1% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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