+184.3%
WAB vs ESTC
+31.2%
+153.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | +1.3% |
| 7D | -3.2% | -8.1% | +4.9% | -2.2% |
| 30D | -4.4% | +31.7% | -36.1% | -8.5% |
| 3M | +7.9% | +41.1% | -33.2% | +2.0% |
| 6M | +8.7% | +77.1% | -68.4% | -1.3% |
| YTD | +33.0% | +21.7% | +11.3% | +27.0% |
| 1Y | +46.7% | +8.4% | +38.3% | +41.9% |
| 3Y | +153.0% | +23.6% | +129.4% | +128.6% |
| 5Y | +222.3% | -46.5% | +268.7% | +216.3% |
| All | +184.3% | +31.2% | +153.1% | +97.5% |
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 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