+359.7%
WAB vs ESI
+224.6%
+135.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | -0.3% |
| 7D | -3.2% | +3.3% | -6.5% | -4.4% |
| 30D | -4.4% | -5.9% | +1.4% | -2.5% |
| 3M | +7.9% | -14.1% | +21.9% | +12.8% |
| 6M | +8.7% | +6.6% | +2.1% | +4.3% |
| YTD | +33.0% | +45.0% | -12.0% | +13.5% |
| 1Y | +46.7% | +41.5% | +5.2% | +25.8% |
| 3Y | +153.0% | +78.8% | +74.2% | +95.4% |
| 5Y | +222.3% | +70.9% | +151.4% | +149.4% |
| 10Y | +291.0% | +317.1% | -26.1% | +121.1% |
| All | +359.7% | +224.6% | +135.1% | +169.7% |
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