+261.5%
WAB vs ESI
+318.1%
-56.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +5.1% | +5.5% | -0.5% | +2.5% |
| 30D | +4.0% | -7.8% | +11.8% | +7.5% |
| 3M | +0.1% | -15.0% | +15.1% | +6.8% |
| 6M | +12.8% | -24.9% | +37.7% | +25.7% |
| YTD | +40.1% | +33.2% | +6.9% | +16.4% |
| 1Y | +46.4% | +24.9% | +21.4% | +25.2% |
| 3Y | +167.4% | +77.8% | +89.6% | +85.0% |
| 5Y | +215.0% | +37.1% | +177.9% | +142.5% |
| All | +261.5% | +318.1% | -56.6% | +64.1% |
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 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