+40.8%
WEC vs ESI
+82.9%
-42.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | +0.8% | +5.4% | -4.6% | +0.7% |
| 30D | +0.3% | -4.2% | +4.5% | +0.4% |
| 3M | -2.9% | -9.6% | +6.7% | -2.9% |
| 6M | -5.9% | +18.3% | -24.2% | -7.3% |
| YTD | +4.1% | +45.8% | -41.7% | +1.3% |
| 1Y | +3.1% | +39.2% | -36.0% | +0.5% |
| 3Y | +40.8% | +86.3% | -45.5% | +27.7% |
| All | +40.8% | +82.9% | -42.1% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling