+2.1%
WEC vs ESI
+38.0%
-36.0%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.9% |
| 7D | +0.4% | +3.9% | -3.5% | +0.5% |
| 30D | +0.9% | -3.8% | +4.7% | +0.8% |
| 3M | -5.3% | -13.1% | +7.8% | -5.6% |
| 6M | -6.6% | +11.3% | -17.9% | -6.9% |
| YTD | +3.3% | +44.1% | -40.8% | +3.1% |
| 1Y | +2.1% | +40.3% | -38.3% | +2.1% |
| All | +2.1% | +38.0% | -36.0% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling