+86.3%
ESI vs WWD
+164.2%
-77.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.6% |
| 7D | +5.4% | +0.8% | +4.6% | +4.9% |
| 30D | -4.2% | -6.4% | +2.2% | -1.0% |
| 3M | -9.6% | -5.6% | -4.0% | -7.1% |
| 6M | +18.3% | -9.1% | +27.4% | +23.8% |
| YTD | +45.8% | +12.5% | +33.3% | +37.3% |
| 1Y | +39.2% | +41.3% | -2.2% | +16.1% |
| 3Y | +86.3% | +170.2% | -84.0% | +15.4% |
| All | +86.3% | +164.2% | -77.9% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling