+584.1%
EWT vs ESI
+224.6%
+359.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.1% | +1.1% |
| 7D | +4.0% | +3.3% | +0.6% | +3.1% |
| 30D | +10.3% | -5.9% | +16.2% | +11.9% |
| 3M | +6.1% | -14.1% | +20.2% | +10.1% |
| 6M | +56.6% | +6.6% | +50.1% | +54.0% |
| YTD | +76.6% | +45.0% | +31.6% | +61.2% |
| 1Y | +97.9% | +41.5% | +56.4% | +81.3% |
| 3Y | +198.0% | +78.8% | +119.2% | +156.5% |
| 5Y | +151.8% | +70.9% | +80.9% | +115.9% |
| 10Y | +514.1% | +317.1% | +197.1% | +328.6% |
| All | +584.1% | +224.6% | +359.5% | +418.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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