+4.2%
WBD vs ESI
+74.4%
-70.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.2% |
| 7D | -1.7% | +3.9% | -5.6% | -3.5% |
| 30D | +3.9% | -3.8% | +7.7% | +5.4% |
| 3M | +5.1% | -13.1% | +18.2% | +10.0% |
| 6M | +0.6% | +11.3% | -10.8% | -9.9% |
| YTD | -3.2% | +44.1% | -47.3% | -26.7% |
| 1Y | +127.7% | +40.3% | +87.3% | +73.7% |
| 3Y | +146.6% | +84.1% | +62.5% | +51.4% |
| 5Y | +4.2% | +75.8% | -71.6% | -36.7% |
| All | +4.2% | +74.4% | -70.3% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling