+695.1%
WDC vs ESI
+323.9%
+371.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.0% | +4.4% | +5.6% |
| 7D | -3.2% | +1.8% | -5.1% | -3.5% |
| 30D | -19.0% | -6.6% | -12.4% | -14.1% |
| 3M | -28.4% | -9.4% | -19.1% | -22.9% |
| 6M | -39.2% | -24.1% | -15.1% | -25.2% |
| YTD | +82.1% | +37.1% | +44.9% | +53.0% |
| 1Y | +84.7% | +24.5% | +60.1% | +65.0% |
| 3Y | +825.6% | +83.2% | +742.5% | +543.1% |
| 5Y | +608.2% | +44.0% | +564.2% | +461.0% |
| 10Y | +695.1% | +332.8% | +362.3% | +233.0% |
| All | +695.1% | +323.9% | +371.2% | +233.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling