+142.8%
WBD vs ESI
+83.5%
+59.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.7% |
| 7D | -0.7% | +5.4% | -6.1% | -2.7% |
| 30D | +5.0% | -4.2% | +9.2% | +6.4% |
| 3M | +6.2% | -9.6% | +15.8% | +8.5% |
| 6M | +0.6% | +18.3% | -17.7% | -11.5% |
| YTD | -2.4% | +45.8% | -48.3% | -24.8% |
| 1Y | +127.7% | +39.2% | +88.5% | +79.0% |
| All | +142.8% | +83.5% | +59.3% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling