+224.6%
ESI vs WCN
+507.9%
-283.3%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.5% |
| 7D | +3.3% | -0.6% | +4.0% | +3.7% |
| 30D | -5.9% | +0.4% | -6.3% | -6.2% |
| 3M | -14.1% | +7.3% | -21.4% | -18.5% |
| 6M | +6.6% | -2.5% | +9.1% | +5.7% |
| YTD | +45.0% | -5.4% | +50.4% | +45.9% |
| 1Y | +41.5% | -8.5% | +49.9% | +44.4% |
| 3Y | +78.8% | +20.8% | +58.0% | +48.7% |
| 5Y | +70.9% | +30.0% | +40.9% | +32.7% |
| 10Y | +317.1% | +238.4% | +78.7% | +56.2% |
| All | +224.6% | +507.9% | -283.3% | -22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling