+185.9%
WAB vs ESTC
+26.3%
+159.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +1.1% |
| 7D | +1.7% | -4.3% | +6.0% | +2.2% |
| 30D | -2.4% | +17.7% | -20.1% | -5.1% |
| 3M | +9.7% | +42.3% | -32.6% | +3.5% |
| 6M | +16.5% | +64.6% | -48.0% | +6.9% |
| YTD | +33.7% | +17.2% | +16.5% | +28.4% |
| 1Y | +49.7% | -4.2% | +53.9% | +47.6% |
| 3Y | +170.9% | +13.5% | +157.4% | +148.0% |
| 5Y | +228.0% | -45.5% | +273.6% | +220.2% |
| All | +185.9% | +26.3% | +159.5% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling