+1,329.2%
WDC vs ESI
+81.9%
+1,247.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.9% | +2.9% | +3.5% |
| 7D | +1.7% | +3.3% | -1.6% | -1.0% |
| 30D | -10.0% | -5.9% | -4.1% | -5.4% |
| 3M | -18.8% | -14.1% | -4.7% | -6.8% |
| 6M | +79.0% | +6.6% | +72.5% | +76.4% |
| YTD | +171.6% | +45.0% | +126.5% | +114.2% |
| 1Y | +417.4% | +41.5% | +375.9% | +315.3% |
| All | +1,329.2% | +81.9% | +1,247.3% | +985.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling