+200.4%
ESI vs WWD
+803.2%
-602.8%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.2% | -1.1% |
| 7D | +8.3% | +8.2% | +0.2% | +3.8% |
| 30D | -10.4% | -0.2% | -10.2% | -10.2% |
| 3M | -13.2% | -8.4% | -4.8% | -8.8% |
| 6M | -23.9% | -9.5% | -14.4% | -19.7% |
| YTD | +34.2% | +10.1% | +24.1% | +25.9% |
| 1Y | +22.2% | +21.6% | +0.7% | +7.9% |
| 3Y | +79.2% | +149.6% | -70.4% | +3.0% |
| 5Y | +38.1% | +191.3% | -153.2% | -29.1% |
| 10Y | +323.6% | +455.2% | -131.6% | +32.0% |
| All | +200.4% | +803.2% | -602.8% | -20.7% |
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