+289.9%
WAB vs ESI
+308.3%
-18.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.9% |
| 7D | +0.2% | +3.9% | -3.7% | -1.5% |
| 30D | -4.6% | -3.8% | -0.8% | -3.1% |
| 3M | +5.6% | -13.1% | +18.8% | +11.1% |
| 6M | +13.8% | +11.3% | +2.5% | +5.4% |
| YTD | +31.9% | +44.1% | -12.2% | +7.1% |
| 1Y | +48.3% | +40.3% | +7.9% | +21.3% |
| 3Y | +167.1% | +84.1% | +83.1% | +85.2% |
| 5Y | +222.9% | +75.8% | +147.1% | +123.3% |
| 10Y | +289.9% | +320.7% | -30.8% | +72.8% |
| All | +289.9% | +308.3% | -18.4% | +72.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling