-15.2%
WBD vs ESTC
+23.7%
-38.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | -0.4% |
| 7D | -1.7% | -3.3% | +1.7% | -1.2% |
| 30D | +3.9% | +13.4% | -9.6% | +0.7% |
| 3M | +5.1% | +41.3% | -36.2% | -2.7% |
| 6M | +0.6% | +62.6% | -62.0% | -10.1% |
| YTD | -3.2% | +14.8% | -17.9% | -8.0% |
| 1Y | +127.7% | -5.1% | +132.7% | +123.2% |
| 3Y | +146.6% | +11.2% | +135.4% | +124.1% |
| 5Y | +4.2% | -47.0% | +51.2% | -3.3% |
| All | -15.2% | +23.7% | -38.9% | -37.2% |
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