-76.7%
WBD vs ESI
+67.6%
-144.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.4% | +4.6% |
| 7D | -13.9% | -0.7% | -13.3% | -13.8% |
| 30D | -7.6% | -0.6% | -7.0% | -7.3% |
| 3M | -28.3% | -5.2% | -23.1% | -27.1% |
| 6M | -22.3% | +9.6% | -32.0% | -24.8% |
| YTD | +6.9% | +7.2% | -0.4% | +4.5% |
| 1Y | -6.2% | +5.4% | -11.6% | -7.6% |
| 3Y | -55.8% | +56.6% | -112.4% | -61.3% |
| 5Y | -69.3% | +81.7% | -151.0% | -74.9% |
| 10Y | -76.8% | +67.6% | -144.4% | -81.5% |
| All | -76.7% | +67.6% | -144.3% | -81.4% |
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 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