+22.2%
ESI vs WCC
+27.1%
-4.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +8.3% | +14.2% | -5.9% | -0.3% |
| 30D | -10.4% | -9.8% | -0.6% | -5.0% |
| 3M | -13.2% | -10.1% | -3.0% | -7.9% |
| 6M | -23.9% | -9.4% | -14.5% | -19.8% |
| YTD | +34.2% | +34.4% | -0.2% | +5.2% |
| 1Y | +22.2% | +23.3% | -1.0% | +3.2% |
| All | +22.2% | +27.1% | -4.9% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling