+167.9%
WAT vs ESI
+308.3%
-140.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | -1.8% | +3.9% | -5.7% | -3.1% |
| 30D | -1.7% | -3.8% | +2.1% | -0.6% |
| 3M | +9.1% | -13.1% | +22.2% | +12.9% |
| 6M | +32.4% | +11.3% | +21.1% | +24.5% |
| YTD | +6.6% | +44.1% | -37.5% | -9.1% |
| 1Y | +34.7% | +40.3% | -5.6% | +15.5% |
| 3Y | +53.6% | +84.1% | -30.5% | +18.2% |
| 5Y | -4.1% | +75.8% | -79.9% | -26.4% |
| 10Y | +167.9% | +320.7% | -152.9% | +50.4% |
| All | +167.9% | +308.3% | -140.4% | +50.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling