+199.7%
WAB vs ESTC
+28.9%
+170.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.9% | +0.3% | +4.5% |
| 7D | +4.0% | -1.2% | +5.2% | +4.2% |
| 30D | +4.5% | -8.1% | +12.6% | +5.5% |
| 3M | +2.3% | +20.2% | -17.9% | -0.9% |
| 6M | +12.5% | +72.7% | -60.3% | +2.8% |
| YTD | +40.2% | +19.6% | +20.5% | +33.9% |
| 1Y | +45.2% | +0.3% | +44.9% | +42.2% |
| 3Y | +171.8% | +22.8% | +149.0% | +146.1% |
| 5Y | +217.6% | -50.9% | +268.5% | +216.7% |
| All | +199.7% | +28.9% | +170.7% | +108.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling