+113.2%
WDC vs ESI
+27.8%
+85.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.6% | -2.1% | -2.5% |
| 7D | -18.3% | -6.6% | -11.7% | -12.9% |
| 30D | -26.7% | -10.9% | -15.8% | -18.4% |
| 3M | -40.9% | -13.8% | -27.1% | -32.6% |
| 6M | -26.8% | -21.5% | -5.2% | -7.2% |
| YTD | +88.2% | +34.7% | +53.5% | +46.8% |
| 1Y | +113.2% | +24.9% | +88.3% | +77.0% |
| All | +113.2% | +27.8% | +85.4% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling