-6.0%
WBD vs ESTC
+35.6%
-41.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.3% | +0.5% | +33.8% | +34.2% |
| 7D | +34.3% | +0.5% | +33.8% | +34.2% |
| 30D | +34.3% | +0.5% | +33.8% | +34.2% |
| 3M | +34.3% | +0.5% | +33.8% | +34.2% |
| 6M | +34.3% | +0.5% | +33.8% | +34.2% |
| YTD | +34.3% | +0.5% | +33.8% | +34.2% |
| 1Y | +63.0% | +10.9% | +52.1% | +59.3% |
| 3Y | +206.7% | +24.7% | +182.1% | +180.1% |
| 5Y | +18.4% | -34.2% | +52.5% | +9.4% |
| All | -6.0% | +35.6% | -41.6% | -29.7% |
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