+634.5%
WM vs ESI
+177.3%
+457.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.0% | +9.2% | +1.9% |
| 7D | +4.5% | -13.1% | +17.6% | +5.8% |
| 30D | +16.1% | -18.5% | +34.6% | +18.0% |
| 3M | +8.0% | -19.6% | +27.6% | +9.9% |
| 6M | +8.4% | -29.8% | +38.2% | +11.1% |
| YTD | +11.2% | +23.9% | -12.7% | +6.1% |
| 1Y | +22.3% | +15.0% | +7.3% | +17.6% |
| 3Y | +50.2% | +64.3% | -14.1% | +36.2% |
| 5Y | +63.3% | +26.3% | +36.9% | +51.2% |
| 10Y | +355.0% | +321.7% | +33.3% | +259.1% |
| All | +634.5% | +177.3% | +457.2% | +526.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling