-14.2%
WBD vs ESTC
+31.2%
-45.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.4% |
| 7D | -1.8% | -8.1% | +6.3% | -0.4% |
| 30D | +8.8% | +31.7% | -22.9% | +2.5% |
| 3M | +4.6% | +41.1% | -36.4% | -3.0% |
| 6M | +1.1% | +77.1% | -76.0% | -11.1% |
| YTD | -2.0% | +21.7% | -23.7% | -7.8% |
| 1Y | +140.0% | +8.4% | +131.6% | +129.2% |
| 3Y | +144.4% | +23.6% | +120.8% | +117.6% |
| 5Y | -0.2% | -46.5% | +46.3% | -7.9% |
| All | -14.2% | +31.2% | -45.4% | -37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling