+224.6%
ESI vs WWD
+842.1%
-617.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.9% | +2.4% |
| 7D | +3.3% | +1.3% | +2.0% | +2.6% |
| 30D | -5.9% | -7.2% | +1.3% | -2.0% |
| 3M | -14.1% | -3.8% | -10.3% | -12.5% |
| 6M | +6.6% | -9.9% | +16.5% | +12.4% |
| YTD | +45.0% | +14.8% | +30.2% | +32.8% |
| 1Y | +41.5% | +42.1% | -0.6% | +14.2% |
| 3Y | +78.8% | +170.8% | -92.0% | -2.0% |
| 5Y | +70.9% | +197.5% | -126.6% | -13.5% |
| 10Y | +317.1% | +477.8% | -160.7% | +27.1% |
| All | +224.6% | +842.1% | -617.5% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling