+134.7%
WCC vs ESTC
+14.8%
+119.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.5% |
| 7D | +9.9% | +2.4% | +7.5% | +9.5% |
| 30D | -8.4% | -4.2% | -4.2% | -7.8% |
| 3M | -10.3% | +2.5% | -12.8% | -11.3% |
| 6M | -10.5% | +81.5% | -92.0% | -21.8% |
| YTD | +32.2% | +16.8% | +15.3% | +26.4% |
| 1Y | +25.5% | -3.5% | +29.0% | +25.7% |
| 3Y | +134.7% | +17.7% | +117.0% | +126.5% |
| All | +134.7% | +14.8% | +119.9% | +126.5% |
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