+1.3%
ESTC vs WETO
-99.3%
+100.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +11.4% | -12.3% | -0.8% |
| 7D | -15.9% | +3.6% | -19.4% | -15.8% |
| 30D | -5.5% | -17.2% | +11.7% | -5.6% |
| 3M | +26.2% | -83.7% | +109.9% | +23.6% |
| 6M | +77.0% | -98.3% | +175.3% | +71.9% |
| YTD | +18.9% | -99.0% | +117.9% | +16.5% |
| 1Y | +1.3% | -99.4% | +100.7% | -5.0% |
| All | +1.3% | -99.3% | +100.6% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling