+93.3%
GWW vs ESI
+79.1%
+14.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +3.6% | +5.5% | -2.0% | +2.6% |
| 30D | +12.1% | -7.8% | +19.9% | +13.3% |
| 3M | +12.9% | -15.0% | +27.9% | +15.6% |
| 6M | +19.3% | -24.9% | +44.2% | +24.5% |
| YTD | +48.7% | +33.2% | +15.5% | +32.2% |
| 1Y | +60.5% | +24.9% | +35.6% | +45.0% |
| 3Y | +93.3% | +77.8% | +15.5% | +57.1% |
| All | +93.3% | +79.1% | +14.2% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling