+81.5%
WAT vs ESI
+67.9%
+13.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.4% |
| 7D | -1.1% | -8.5% | +7.4% | +1.5% |
| 30D | +5.0% | -15.7% | +20.6% | +10.2% |
| 3M | +14.5% | -18.2% | +32.7% | +20.9% |
| 6M | +30.9% | -28.8% | +59.8% | +42.9% |
| YTD | +20.5% | +26.3% | -5.8% | +1.8% |
| 1Y | +23.3% | +18.2% | +5.1% | +7.0% |
| 3Y | +81.5% | +68.1% | +13.4% | +32.1% |
| All | +81.5% | +67.9% | +13.5% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling