+318.5%
ESI vs WCC
+431.3%
-112.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | 0.0% |
| 7D | +5.5% | +9.9% | -4.4% | +1.0% |
| 30D | -7.8% | -8.4% | +0.7% | -4.1% |
| 3M | -15.0% | -10.3% | -4.7% | -10.8% |
| 6M | -24.9% | -10.5% | -14.4% | -21.2% |
| YTD | +33.2% | +32.2% | +1.1% | +16.6% |
| 1Y | +24.9% | +25.5% | -0.6% | +12.0% |
| 3Y | +77.8% | +134.7% | -56.9% | +12.5% |
| 5Y | +37.1% | +139.9% | -102.8% | -19.1% |
| All | +318.5% | +431.3% | -112.8% | +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