+20.2%
WM vs ESI
+23.9%
-3.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.0% | -2.7% | +1.9% |
| 7D | +0.8% | +1.8% | -1.1% | +1.1% |
| 30D | +13.8% | -6.6% | +20.4% | +13.0% |
| 3M | +6.4% | -9.4% | +15.8% | +5.4% |
| 6M | +13.2% | -24.1% | +37.3% | +10.5% |
| YTD | +10.8% | +37.1% | -26.4% | +12.3% |
| 1Y | +20.2% | +24.5% | -4.4% | +20.5% |
| All | +20.2% | +23.9% | -3.7% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling