+295.3%
ESI vs WCN
+235.2%
+60.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.4% | -4.0% |
| 7D | -2.3% | -4.4% | +2.1% | -0.3% |
| 30D | -9.0% | -4.4% | -4.6% | -7.2% |
| 3M | -13.3% | +0.5% | -13.7% | -14.5% |
| 6M | +5.3% | -3.3% | +8.5% | +4.8% |
| YTD | +37.6% | -8.5% | +46.1% | +40.7% |
| 1Y | +33.6% | -8.9% | +42.5% | +36.3% |
| 3Y | +75.8% | +18.0% | +57.7% | +49.5% |
| 5Y | +68.6% | +25.0% | +43.5% | +35.8% |
| All | +295.3% | +235.2% | +60.1% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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