+217.6%
WAB vs ESI
+42.9%
+174.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.1% | 0.0% | +3.0% |
| 7D | +4.0% | -3.5% | +7.4% | +5.4% |
| 30D | +4.5% | -9.3% | +13.7% | +8.5% |
| 3M | +2.3% | -12.8% | +15.1% | +7.4% |
| 6M | +12.5% | -24.6% | +37.1% | +24.2% |
| YTD | +40.2% | +32.7% | +7.4% | +17.3% |
| 1Y | +45.2% | +20.3% | +24.9% | +27.0% |
| 3Y | +171.8% | +80.2% | +91.6% | +85.3% |
| 5Y | +217.6% | +40.0% | +177.6% | +154.1% |
| All | +217.6% | +42.9% | +174.7% | +154.1% |
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 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