+943.8%
WDC vs ESI
+224.6%
+719.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.9% | +2.9% | +4.4% |
| 7D | +1.7% | +3.3% | -1.6% | 0.0% |
| 30D | -10.0% | -5.9% | -4.1% | -7.0% |
| 3M | -18.8% | -14.1% | -4.7% | -10.8% |
| 6M | +79.0% | +6.6% | +72.5% | +77.6% |
| YTD | +171.6% | +45.0% | +126.5% | +132.0% |
| 1Y | +417.4% | +41.5% | +375.9% | +347.9% |
| 3Y | +1,251.8% | +78.8% | +1,173.0% | +946.3% |
| 5Y | +911.7% | +70.9% | +840.8% | +698.7% |
| 10Y | +1,399.6% | +317.1% | +1,082.6% | +720.6% |
| All | +943.8% | +224.6% | +719.1% | +496.6% |
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