+68.6%
ESI vs WY
-22.3%
+90.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.7% | -1.8% | -2.9% |
| 7D | -2.3% | -3.7% | +1.4% | -0.1% |
| 30D | -9.0% | -11.3% | +2.3% | -2.6% |
| 3M | -13.3% | -8.1% | -5.1% | -9.7% |
| 6M | +5.3% | -7.4% | +12.7% | +8.7% |
| YTD | +37.6% | -4.7% | +42.3% | +38.1% |
| 1Y | +33.6% | -9.2% | +42.8% | +38.1% |
| 3Y | +75.8% | -24.7% | +100.5% | +100.8% |
| 5Y | +68.6% | -21.6% | +90.2% | +90.8% |
| All | +68.6% | -22.3% | +90.9% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 5y: compounded portfolio wealth divided by compounded WY 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…
5y analysis · Full analysis span regression · 6 months rolling