+111.3%
WAT vs ESTC
+26.3%
+85.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -1.0% |
| 7D | -0.7% | -4.3% | +3.6% | -0.1% |
| 30D | -1.0% | +17.7% | -18.7% | -4.1% |
| 3M | +10.9% | +42.3% | -31.4% | +3.8% |
| 6M | +33.2% | +64.6% | -31.4% | +21.2% |
| YTD | +6.1% | +17.2% | -11.1% | +1.4% |
| 1Y | +30.2% | -4.2% | +34.4% | +28.0% |
| 3Y | +52.9% | +13.5% | +39.3% | +38.5% |
| 5Y | -5.1% | -45.5% | +40.4% | -7.9% |
| All | +111.3% | +26.3% | +85.0% | +51.7% |
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