+148.4%
WEC vs ESI
+308.3%
-159.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.8% |
| 7D | +0.4% | +3.9% | -3.5% | +0.1% |
| 30D | +0.9% | -3.8% | +4.7% | +1.1% |
| 3M | -5.3% | -13.1% | +7.8% | -4.7% |
| 6M | -6.6% | +11.3% | -17.9% | -8.0% |
| YTD | +3.3% | +44.1% | -40.8% | -0.5% |
| 1Y | +2.1% | +40.3% | -38.3% | -1.6% |
| 3Y | +39.6% | +84.1% | -44.5% | +30.1% |
| 5Y | +31.2% | +75.8% | -44.6% | +21.5% |
| 10Y | +148.4% | +320.7% | -172.3% | +110.8% |
| All | +148.4% | +308.3% | -159.9% | +110.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling