+520.4%
WCC vs ESTC
+23.7%
+496.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.8% |
| 7D | +6.8% | -3.3% | +10.2% | +7.5% |
| 30D | -3.0% | +13.4% | -16.5% | -7.0% |
| 3M | +0.2% | +41.3% | -41.1% | -9.5% |
| 6M | +33.2% | +62.6% | -29.4% | +14.4% |
| YTD | +45.8% | +14.8% | +31.0% | +35.6% |
| 1Y | +68.4% | -5.1% | +73.4% | +63.4% |
| 3Y | +131.1% | +11.2% | +120.0% | +103.9% |
| 5Y | +225.6% | -47.0% | +272.6% | +220.1% |
| All | +520.4% | +23.7% | +496.8% | +294.0% |
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