-3.2%
WAT vs ESTC
-46.4%
+43.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.4% |
| 7D | -1.3% | -8.1% | +6.8% | -0.2% |
| 30D | +2.3% | +31.7% | -29.3% | -2.2% |
| 3M | +8.7% | +41.1% | -32.3% | +2.7% |
| 6M | +28.3% | +77.1% | -48.8% | +16.6% |
| YTD | +7.8% | +21.7% | -13.9% | +3.0% |
| 1Y | +36.6% | +8.4% | +28.2% | +32.1% |
| 3Y | +45.7% | +23.6% | +22.1% | +31.1% |
| All | -3.2% | -46.4% | +43.2% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling