+12.0%
WBD vs ESI
+310.7%
-298.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.5% | +2.9% |
| 7D | -0.6% | -2.3% | +1.7% | +0.2% |
| 30D | +4.2% | -9.0% | +13.2% | +7.9% |
| 3M | +7.5% | -13.3% | +20.8% | +12.0% |
| 6M | +1.6% | +5.3% | -3.7% | -4.4% |
| YTD | -2.2% | +37.6% | -39.8% | -19.2% |
| 1Y | +124.9% | +33.6% | +91.3% | +87.4% |
| 3Y | +149.1% | +75.8% | +73.3% | +81.0% |
| 5Y | +7.8% | +68.6% | -60.7% | -21.0% |
| All | +12.0% | +310.7% | -298.7% | -41.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling