+60.4%
WM vs ESI
+42.9%
+17.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | +0.1% |
| 7D | -0.5% | -3.5% | +3.0% | -0.4% |
| 30D | +13.3% | -9.3% | +22.6% | +13.4% |
| 3M | +4.4% | -12.8% | +17.2% | +4.6% |
| 6M | +10.8% | -24.6% | +35.4% | +11.5% |
| YTD | +9.1% | +32.7% | -23.7% | +4.0% |
| 1Y | +19.1% | +20.3% | -1.2% | +14.6% |
| 3Y | +45.7% | +80.2% | -34.5% | +30.9% |
| 5Y | +60.4% | +40.0% | +20.5% | +49.1% |
| All | +60.4% | +42.9% | +17.5% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling