+384.6%
WAB vs ESI
+197.1%
+187.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.1% | 0.0% | +3.3% |
| 7D | +4.0% | -3.5% | +7.4% | +5.2% |
| 30D | +4.5% | -9.3% | +13.7% | +7.9% |
| 3M | +2.3% | -12.8% | +15.1% | +6.7% |
| 6M | +12.5% | -24.6% | +37.1% | +22.4% |
| YTD | +40.2% | +32.7% | +7.4% | +22.8% |
| 1Y | +45.2% | +20.3% | +24.9% | +31.6% |
| 3Y | +171.8% | +80.2% | +91.6% | +108.5% |
| 5Y | +217.6% | +40.0% | +177.6% | +162.7% |
| 10Y | +285.3% | +310.8% | -25.5% | +121.2% |
| All | +384.6% | +197.1% | +187.5% | +191.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling