+68.4%
WCC vs ESTC
-6.1%
+74.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.4% |
| 7D | +6.8% | -3.3% | +10.2% | +6.6% |
| 30D | -3.0% | +13.4% | -16.5% | -2.3% |
| 3M | +0.2% | +41.3% | -41.1% | +1.7% |
| 6M | +33.2% | +62.6% | -29.4% | +35.9% |
| YTD | +45.8% | +14.8% | +31.0% | +54.0% |
| 1Y | +68.4% | -5.1% | +73.4% | +85.1% |
| All | +68.4% | -6.1% | +74.5% | +85.1% |
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 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