+295.3%
ESI vs WCC
+518.6%
-223.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.2% | -1.3% | -3.0% |
| 7D | -2.3% | +1.7% | -4.0% | -3.0% |
| 30D | -9.0% | -6.1% | -3.0% | -6.5% |
| 3M | -13.3% | +3.1% | -16.3% | -14.4% |
| 6M | +5.3% | +28.2% | -23.0% | -6.0% |
| YTD | +37.6% | +41.1% | -3.5% | +17.2% |
| 1Y | +33.6% | +61.3% | -27.7% | +6.8% |
| 3Y | +75.8% | +123.6% | -47.9% | +13.9% |
| 5Y | +68.6% | +214.8% | -146.2% | -11.8% |
| All | +295.3% | +518.6% | -223.2% | +30.3% |
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