+75.8%
ESI vs WCC
+228.2%
-152.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.6% |
| 7D | +3.9% | +6.8% | -2.9% | +0.9% |
| 30D | -3.8% | -3.0% | -0.8% | -2.5% |
| 3M | -13.1% | +0.2% | -13.3% | -13.3% |
| 6M | +11.3% | +33.2% | -21.8% | -2.1% |
| YTD | +44.1% | +45.8% | -1.7% | +21.3% |
| 1Y | +40.3% | +68.4% | -28.0% | +10.6% |
| 3Y | +84.1% | +131.1% | -47.1% | +18.0% |
| 5Y | +75.8% | +225.6% | -149.8% | -16.1% |
| All | +75.8% | +228.2% | -152.4% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling