+75.8%
ESI vs WCN
+27.0%
+48.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | +3.9% | -1.7% | +5.7% | +4.3% |
| 30D | -3.8% | -3.0% | -0.8% | -3.2% |
| 3M | -13.1% | +2.5% | -15.7% | -14.4% |
| 6M | +11.3% | -5.7% | +17.0% | +12.5% |
| YTD | +44.1% | -7.4% | +51.5% | +46.3% |
| 1Y | +40.3% | -8.6% | +49.0% | +42.9% |
| 3Y | +84.1% | +19.4% | +64.7% | +61.9% |
| 5Y | +75.8% | +27.2% | +48.6% | +46.7% |
| All | +75.8% | +27.0% | +48.8% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling