+655.6%
WPM vs ESI
+224.6%
+431.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.5% |
| 7D | +1.1% | +3.3% | -2.2% | +0.6% |
| 30D | +26.4% | -5.9% | +32.2% | +27.4% |
| 3M | +20.8% | -14.1% | +34.9% | +23.3% |
| 6M | +1.1% | +6.6% | -5.5% | -0.1% |
| YTD | +32.5% | +45.0% | -12.6% | +25.8% |
| 1Y | +51.5% | +41.5% | +10.1% | +44.1% |
| 3Y | +267.0% | +78.8% | +188.3% | +235.2% |
| 5Y | +250.1% | +70.9% | +179.2% | +217.4% |
| 10Y | +540.4% | +317.1% | +223.3% | +399.2% |
| All | +655.6% | +224.6% | +431.0% | +528.5% |
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 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