+49.3%
WM vs ESI
+64.8%
-15.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.0% | +9.2% | +0.7% |
| 7D | +4.5% | -13.1% | +17.6% | +3.7% |
| 30D | +16.1% | -18.5% | +34.6% | +15.0% |
| 3M | +8.0% | -19.6% | +27.6% | +7.1% |
| 6M | +8.4% | -29.8% | +38.2% | +7.3% |
| YTD | +11.2% | +23.9% | -12.7% | +7.7% |
| 1Y | +22.3% | +15.0% | +7.3% | +18.9% |
| All | +49.3% | +64.8% | -15.5% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling