+283.9%
WEC vs ESI
+224.6%
+59.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.7% | -0.8% |
| 7D | -0.3% | +3.3% | -3.6% | -0.4% |
| 30D | -1.3% | -5.9% | +4.6% | -1.0% |
| 3M | -3.9% | -14.1% | +10.2% | -3.4% |
| 6M | -8.3% | +6.6% | -14.9% | -9.0% |
| YTD | +3.1% | +45.0% | -42.0% | +0.7% |
| 1Y | +1.9% | +41.5% | -39.5% | -0.4% |
| 3Y | +41.9% | +78.8% | -36.8% | +36.3% |
| 5Y | +30.8% | +70.9% | -40.1% | +25.1% |
| 10Y | +141.9% | +317.1% | -175.2% | +122.1% |
| All | +283.9% | +224.6% | +59.3% | +275.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling