+228.0%
WAB vs ESI
+77.4%
+150.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | +1.7% | +5.4% | -3.7% | -0.6% |
| 30D | -2.4% | -4.2% | +1.8% | -0.8% |
| 3M | +9.7% | -9.6% | +19.3% | +13.1% |
| 6M | +16.5% | +18.3% | -1.8% | +5.3% |
| YTD | +33.7% | +45.8% | -12.1% | +8.8% |
| 1Y | +49.7% | +39.2% | +10.5% | +23.8% |
| 3Y | +170.9% | +86.3% | +84.7% | +86.9% |
| 5Y | +228.0% | +76.2% | +151.8% | +122.3% |
| All | +228.0% | +77.4% | +150.6% | +122.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling