+306.4%
WM vs ESI
+314.4%
-8.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.2% | -1.6% |
| 7D | -0.3% | +3.3% | -3.6% | -0.7% |
| 30D | -2.4% | -5.9% | +3.5% | -1.7% |
| 3M | +0.4% | -14.1% | +14.5% | +1.7% |
| 6M | -9.5% | +6.6% | -16.1% | -12.0% |
| YTD | +0.5% | +45.0% | -44.5% | -7.3% |
| 1Y | -1.1% | +41.5% | -42.5% | -8.8% |
| 3Y | +46.0% | +78.8% | -32.7% | +26.5% |
| 5Y | +51.8% | +70.9% | -19.1% | +30.0% |
| All | +306.4% | +314.4% | -8.0% | +177.1% |
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