+224.6%
ESI vs WY
+25.9%
+198.8%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.5% |
| 7D | +3.3% | -1.7% | +5.1% | +4.4% |
| 30D | -5.9% | -10.1% | +4.2% | 0.0% |
| 3M | -14.1% | -5.1% | -9.0% | -12.3% |
| 6M | +6.6% | -4.8% | +11.3% | +8.4% |
| YTD | +45.0% | -0.2% | +45.3% | +42.2% |
| 1Y | +41.5% | -6.6% | +48.1% | +44.0% |
| 3Y | +78.8% | -22.7% | +101.5% | +100.7% |
| 5Y | +70.9% | -22.2% | +93.1% | +89.8% |
| 10Y | +317.1% | +7.3% | +309.8% | +248.9% |
| All | +224.6% | +25.9% | +198.8% | +149.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling