+43.8%
WPM vs ESI
+34.0%
+9.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.5% | +0.8% | -2.0% |
| 7D | -3.6% | -2.3% | -1.3% | -2.8% |
| 30D | +12.5% | -9.0% | +21.5% | +16.2% |
| 3M | +40.6% | -13.3% | +53.9% | +45.7% |
| 6M | +0.5% | +5.3% | -4.7% | -3.2% |
| YTD | +29.0% | +37.6% | -8.6% | +16.1% |
| 1Y | +43.8% | +33.6% | +10.2% | +29.2% |
| All | +43.8% | +34.0% | +9.8% | +29.2% |
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