+336.4%
WM vs ESI
+312.6%
+23.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.3% |
| 7D | +1.2% | -8.5% | +9.7% | +2.2% |
| 30D | +13.1% | -15.7% | +28.7% | +15.0% |
| 3M | +3.6% | -18.2% | +21.9% | +5.6% |
| 6M | +8.1% | -28.8% | +36.9% | +11.4% |
| YTD | +8.9% | +26.3% | -17.4% | +1.6% |
| 1Y | +20.3% | +18.2% | +2.1% | +13.2% |
| 3Y | +46.2% | +68.1% | -21.9% | +26.1% |
| 5Y | +59.9% | +28.8% | +31.1% | +42.8% |
| All | +336.4% | +312.6% | +23.8% | +201.2% |
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 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