+310.1%
WAT vs ESI
+224.6%
+85.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -4.0% | -1.7% |
| 7D | -1.3% | +3.3% | -4.6% | -2.1% |
| 30D | +2.3% | -5.9% | +8.2% | +3.7% |
| 3M | +8.7% | -14.1% | +22.8% | +12.0% |
| 6M | +28.3% | +6.6% | +21.7% | +24.2% |
| YTD | +7.8% | +45.0% | -37.2% | -3.8% |
| 1Y | +36.6% | +41.5% | -4.9% | +22.4% |
| 3Y | +45.7% | +78.8% | -33.1% | +22.3% |
| 5Y | -3.3% | +70.9% | -74.2% | -18.9% |
| 10Y | +162.1% | +317.1% | -155.0% | +80.3% |
| All | +310.1% | +224.6% | +85.5% | +198.9% |
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