+140.0%
WBD vs ESI
+44.5%
+95.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.4% | -0.9% |
| 7D | -1.8% | +3.3% | -5.1% | -2.3% |
| 30D | +8.8% | -5.9% | +14.6% | +9.7% |
| 3M | +4.6% | -14.1% | +18.7% | +6.7% |
| 6M | +1.1% | +6.6% | -5.5% | -1.7% |
| YTD | -2.0% | +45.0% | -47.0% | -15.4% |
| 1Y | +140.0% | +41.5% | +98.6% | +110.1% |
| All | +140.0% | +44.5% | +95.5% | +110.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling