+377.5%
WAT vs ESI
+197.1%
+180.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.1% | -1.0% | +2.9% |
| 7D | +6.0% | -3.5% | +9.5% | +6.9% |
| 30D | +9.9% | -9.3% | +19.1% | +12.2% |
| 3M | +17.2% | -12.8% | +30.0% | +20.4% |
| 6M | +34.2% | -24.6% | +58.8% | +41.6% |
| YTD | +25.5% | +32.7% | -7.2% | +13.8% |
| 1Y | +28.3% | +20.3% | +8.0% | +19.1% |
| 3Y | +88.4% | +80.2% | +8.2% | +57.4% |
| 5Y | +36.1% | +40.0% | -3.8% | +18.8% |
| 10Y | +234.8% | +310.8% | -76.0% | +132.9% |
| All | +377.5% | +197.1% | +180.4% | +253.9% |
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