+324.5%
WEC vs ESI
+197.1%
+127.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.1% | -4.0% | +0.9% |
| 7D | +0.2% | -3.5% | +3.7% | +0.3% |
| 30D | +12.9% | -9.3% | +22.2% | +13.3% |
| 3M | +9.8% | -12.8% | +22.6% | +10.3% |
| 6M | +6.7% | -24.6% | +31.3% | +7.7% |
| YTD | +14.0% | +32.7% | -18.8% | +11.6% |
| 1Y | +7.3% | +20.3% | -13.0% | +5.6% |
| 3Y | +63.8% | +80.2% | -16.4% | +57.0% |
| 5Y | +54.8% | +40.0% | +14.8% | +49.0% |
| 10Y | +185.7% | +310.8% | -125.1% | +163.0% |
| All | +324.5% | +197.1% | +127.4% | +316.5% |
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