+23.3%
WCC vs ESTC
-8.0%
+31.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.3% | +3.3% |
| 7D | +3.3% | -2.6% | +6.0% | +3.2% |
| 30D | -9.4% | -8.6% | -0.8% | -9.6% |
| 3M | -10.5% | +14.4% | -24.9% | -9.3% |
| 6M | -10.4% | +73.3% | -83.7% | -8.0% |
| YTD | +34.4% | +15.7% | +18.7% | +43.7% |
| All | +23.3% | -8.0% | +31.3% | +35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling