+197.9%
WEC vs ESI
+318.1%
-120.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +2.3% | +5.5% | -3.2% | +2.0% |
| 30D | +11.1% | -7.8% | +18.8% | +11.5% |
| 3M | +8.4% | -15.0% | +23.5% | +9.4% |
| 6M | +7.5% | -24.9% | +32.4% | +9.1% |
| YTD | +15.3% | +33.2% | -17.9% | +11.5% |
| 1Y | +9.7% | +24.9% | -15.2% | +6.5% |
| 3Y | +64.7% | +77.8% | -13.1% | +53.5% |
| 5Y | +57.3% | +37.1% | +20.1% | +47.9% |
| All | +197.9% | +318.1% | -120.2% | +160.0% |
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