+27.3%
WAT vs ESI
+27.8%
-0.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.6% | +6.3% | +2.4% |
| 7D | -1.9% | -6.6% | +4.6% | -0.9% |
| 30D | +6.2% | -10.9% | +17.2% | +8.1% |
| 3M | +18.1% | -13.8% | +31.9% | +20.6% |
| 6M | +54.9% | -21.5% | +76.4% | +59.6% |
| YTD | +23.1% | +34.7% | -11.6% | +7.5% |
| 1Y | +27.3% | +24.9% | +2.4% | +14.0% |
| All | +27.3% | +27.8% | -0.5% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling