+40.3%
ESI vs WWD
+41.0%
-0.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.3% |
| 3M | -13.1% | -11.2% | -1.9% | -7.9% |
| 6M | +11.3% | -12.0% | +23.4% | +17.8% |
| YTD | +44.1% | +12.0% | +32.1% | +40.7% |
| 1Y | +40.3% | +42.8% | -2.5% | +21.0% |
| All | +40.3% | +41.0% | -0.7% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling