+142.4%
WAT vs ESTC
+27.2%
+115.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.9% | -2.2% |
| 7D | +2.0% | +5.8% | -3.8% | +1.1% |
| 30D | +7.7% | -5.6% | +13.3% | +8.6% |
| 3M | +11.1% | +15.4% | -4.4% | +7.7% |
| 6M | +31.2% | +77.8% | -46.6% | +18.1% |
| YTD | +21.7% | +18.1% | +3.6% | +15.9% |
| 1Y | +19.3% | -3.7% | +23.0% | +17.1% |
| 3Y | +80.6% | +16.9% | +63.7% | +62.8% |
| 5Y | +29.5% | -51.2% | +80.8% | +28.5% |
| All | +142.4% | +27.2% | +115.1% | +73.5% |
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