+411.1%
WDC vs ESI
+38.0%
+373.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +2.1% |
| 7D | +7.5% | +3.9% | +3.5% | +3.7% |
| 30D | +10.1% | -3.8% | +13.8% | +14.3% |
| 3M | -6.8% | -13.1% | +6.3% | +8.1% |
| 6M | +84.1% | +11.3% | +72.8% | +76.5% |
| YTD | +180.3% | +44.1% | +136.2% | +109.2% |
| 1Y | +411.1% | +40.3% | +370.8% | +297.7% |
| All | +411.1% | +38.0% | +373.1% | +297.7% |
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