+547.2%
WDC vs ESI
+197.1%
+350.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.1% | +4.7% | +7.2% |
| 7D | -14.4% | -3.5% | -11.0% | -12.2% |
| 30D | -27.1% | -9.3% | -17.8% | -22.5% |
| 3M | -33.3% | -12.8% | -20.5% | -27.8% |
| 6M | -39.6% | -24.6% | -15.0% | -28.6% |
| YTD | +68.4% | +32.7% | +35.6% | +51.6% |
| 1Y | +78.2% | +20.3% | +57.9% | +68.2% |
| 3Y | +772.0% | +80.2% | +691.8% | +584.0% |
| 5Y | +584.9% | +40.0% | +545.0% | +497.1% |
| 10Y | +653.4% | +310.8% | +342.7% | +327.9% |
| All | +547.2% | +197.1% | +350.1% | +289.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling