-14.5%
ESTC vs WETO
-99.4%
+84.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.1% | +3.0% | -2.1% |
| 7D | -3.3% | -38.7% | +35.3% | -3.8% |
| 30D | +13.4% | -51.3% | +64.8% | +11.9% |
| 3M | +41.3% | -97.8% | +139.2% | +41.5% |
| 6M | +62.6% | -94.8% | +157.4% | +58.7% |
| YTD | +14.8% | -97.2% | +112.0% | +13.1% |
| 1Y | -5.1% | -98.9% | +93.9% | -5.0% |
| All | -14.5% | -99.4% | +84.9% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling