+115.1%
WCC vs ESTC
+18.0%
+97.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | -0.1% | +1.8% |
| 7D | -14.7% | -11.5% | -3.2% | -12.9% |
| 30D | -20.1% | -7.5% | -12.5% | -19.0% |
| 3M | -21.2% | +23.1% | -44.2% | -24.8% |
| 6M | -19.2% | +75.3% | -94.4% | -29.0% |
| YTD | +20.2% | +14.1% | +6.1% | +15.4% |
| 1Y | +14.5% | -0.6% | +15.0% | +13.3% |
| 3Y | +115.1% | +20.8% | +94.3% | +107.2% |
| All | +115.1% | +18.0% | +97.1% | +107.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling