+324.0%
WEC vs ESI
+195.2%
+128.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | +1.4% | -6.6% | +8.0% | +1.7% |
| 30D | +12.8% | -9.8% | +22.6% | +13.2% |
| 3M | +11.2% | -11.9% | +23.2% | +11.7% |
| 6M | +6.6% | -25.1% | +31.7% | +7.6% |
| YTD | +13.8% | +31.9% | -18.1% | +11.5% |
| 1Y | +7.6% | +19.2% | -11.5% | +5.9% |
| 3Y | +62.2% | +76.2% | -14.0% | +55.6% |
| 5Y | +52.0% | +39.4% | +12.6% | +46.4% |
| 10Y | +189.4% | +304.9% | -115.5% | +166.5% |
| All | +324.0% | +195.2% | +128.8% | +316.1% |
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 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