+38.0%
ESI vs WCN
+48.0%
-9.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +5.5% | +2.6% | +2.9% | +5.2% |
| 30D | -7.8% | +23.9% | -31.7% | -11.1% |
| 3M | -15.0% | +17.4% | -32.4% | -17.2% |
| 6M | -24.9% | +28.0% | -52.9% | -29.2% |
| YTD | +33.2% | +11.6% | +21.7% | +31.1% |
| 1Y | +24.9% | +16.9% | +8.1% | +20.6% |
| 3Y | +77.8% | +51.6% | +26.2% | +48.1% |
| All | +38.0% | +48.0% | -9.9% | +13.3% |
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 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