-28.8%
WBD vs ESI
+238.4%
-267.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +205.5% | +101.9% | +103.6% | +108.7% |
| 7D | +205.5% | +101.9% | +103.6% | +108.7% |
| 30D | +205.5% | +101.9% | +103.6% | +108.7% |
| 3M | +205.5% | +101.9% | +103.6% | +108.7% |
| 6M | +205.5% | +101.9% | +103.6% | +108.7% |
| YTD | +205.5% | +101.9% | +103.6% | +108.7% |
| 1Y | +205.5% | +101.9% | +103.6% | +108.7% |
| 3Y | +206.7% | +105.3% | +101.4% | +108.6% |
| 5Y | +18.4% | +74.1% | -55.8% | -15.9% |
| 10Y | +11.8% | +437.2% | -425.4% | -43.0% |
| All | -28.8% | +238.4% | -267.2% | -61.2% |
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