+992.6%
WDC vs ESI
+77.4%
+915.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.6% | +1.7% |
| 7D | +6.0% | +5.4% | +0.6% | +1.8% |
| 30D | +9.9% | -4.2% | +14.1% | +13.9% |
| 3M | -9.4% | -9.6% | +0.2% | -0.3% |
| 6M | +94.7% | +18.3% | +76.4% | +76.5% |
| YTD | +177.4% | +45.8% | +131.5% | +113.9% |
| 1Y | +412.6% | +39.2% | +373.4% | +308.5% |
| 3Y | +1,359.8% | +86.3% | +1,273.5% | +817.8% |
| 5Y | +992.6% | +76.2% | +916.4% | +601.7% |
| All | +992.6% | +77.4% | +915.1% | +601.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling