+330.3%
WM vs ESI
+318.1%
+12.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +3.2% | +5.5% | -2.3% | +2.5% |
| 30D | +13.0% | -7.8% | +20.8% | +13.8% |
| 3M | +9.2% | -15.0% | +24.2% | +10.9% |
| 6M | +13.6% | -24.9% | +38.5% | +16.4% |
| YTD | +12.4% | +33.2% | -20.8% | +4.1% |
| 1Y | +21.2% | +24.9% | -3.7% | +13.3% |
| 3Y | +48.7% | +77.8% | -29.1% | +27.4% |
| 5Y | +61.9% | +37.1% | +24.7% | +43.4% |
| All | +330.3% | +318.1% | +12.3% | +192.5% |
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