+227.9%
WAB vs ESTC
-46.4%
+274.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | +1.2% |
| 7D | -3.2% | -8.1% | +4.9% | -2.4% |
| 30D | -4.4% | +31.7% | -36.1% | -7.6% |
| 3M | +7.9% | +41.1% | -33.2% | +3.3% |
| 6M | +8.7% | +77.1% | -68.4% | +0.7% |
| YTD | +33.0% | +21.7% | +11.3% | +28.6% |
| 1Y | +46.7% | +8.4% | +38.3% | +43.4% |
| 3Y | +153.0% | +23.6% | +129.4% | +133.8% |
| All | +227.9% | -46.4% | +274.2% | +197.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling