+149.3%
WAT vs ESTC
+24.6%
+124.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.3% |
| 7D | +3.4% | -3.6% | +7.0% | +4.0% |
| 30D | +9.6% | -11.2% | +20.8% | +11.6% |
| 3M | +15.5% | +14.3% | +1.2% | +12.2% |
| 6M | +33.9% | +67.0% | -33.1% | +21.7% |
| YTD | +25.2% | +15.7% | +9.5% | +19.7% |
| 1Y | +26.3% | -6.3% | +32.5% | +24.5% |
| 3Y | +85.8% | +14.5% | +71.3% | +68.1% |
| 5Y | +35.3% | -49.9% | +85.2% | +33.4% |
| All | +149.3% | +24.6% | +124.7% | +79.1% |
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