+150.0%
WAT vs ESTC
+28.9%
+121.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.9% | -0.7% | +3.4% |
| 7D | +6.0% | -1.2% | +7.2% | +6.2% |
| 30D | +9.9% | -8.1% | +18.0% | +11.3% |
| 3M | +17.2% | +20.2% | -3.0% | +12.9% |
| 6M | +34.2% | +72.7% | -38.5% | +21.4% |
| YTD | +25.5% | +19.6% | +5.9% | +19.3% |
| 1Y | +28.3% | +0.3% | +28.0% | +25.1% |
| 3Y | +88.4% | +22.8% | +65.6% | +68.3% |
| 5Y | +36.1% | -50.9% | +87.0% | +34.9% |
| All | +150.0% | +28.9% | +121.0% | +78.6% |
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