+358.4%
WAT vs ESI
+182.6%
+175.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.5% |
| 7D | -1.1% | -8.5% | +7.4% | +1.0% |
| 30D | +5.0% | -15.7% | +20.6% | +9.1% |
| 3M | +14.5% | -18.2% | +32.7% | +19.5% |
| 6M | +30.9% | -28.8% | +59.8% | +40.0% |
| YTD | +20.5% | +26.3% | -5.8% | +10.6% |
| 1Y | +23.3% | +18.2% | +5.1% | +14.9% |
| 3Y | +81.5% | +68.1% | +13.4% | +54.1% |
| 5Y | +33.4% | +28.8% | +4.6% | +18.5% |
| 10Y | +231.5% | +329.8% | -98.3% | +131.1% |
| All | +358.4% | +182.6% | +175.8% | +243.9% |
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