+54.8%
WEC vs ESI
+42.9%
+11.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.1% | -4.0% | +0.8% |
| 7D | +0.2% | -3.5% | +3.7% | +0.4% |
| 30D | +12.9% | -9.3% | +22.2% | +13.5% |
| 3M | +9.8% | -12.8% | +22.6% | +10.5% |
| 6M | +6.7% | -24.6% | +31.3% | +8.3% |
| YTD | +14.0% | +32.7% | -18.8% | +8.9% |
| 1Y | +7.3% | +20.3% | -13.0% | +3.6% |
| 3Y | +63.8% | +80.2% | -16.4% | +46.4% |
| 5Y | +54.8% | +40.0% | +14.8% | +40.8% |
| All | +54.8% | +42.9% | +11.9% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling