+321.6%
ESI vs WCC
+440.3%
-118.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +8.3% | +14.2% | -5.9% | +1.9% |
| 30D | -10.4% | -9.8% | -0.6% | -6.2% |
| 3M | -13.2% | -10.1% | -3.0% | -9.0% |
| 6M | -23.9% | -9.4% | -14.5% | -20.5% |
| YTD | +34.2% | +34.4% | -0.2% | +16.6% |
| 1Y | +22.2% | +23.3% | -1.0% | +10.4% |
| 3Y | +79.2% | +137.9% | -58.7% | +12.7% |
| 5Y | +38.1% | +144.0% | -105.8% | -19.1% |
| All | +321.6% | +440.3% | -118.7% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling