-39.2%
WDC vs ESI
-23.0%
-16.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.0% | +4.4% | +3.9% |
| 7D | -3.2% | +1.8% | -5.1% | -4.1% |
| 30D | -19.0% | -6.6% | -12.4% | -12.1% |
| 3M | -28.4% | -9.4% | -19.1% | -20.0% |
| 6M | -39.2% | -24.1% | -15.1% | -15.2% |
| All | -39.2% | -23.0% | -16.2% | -15.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling