+122.5%
WCC vs ESTC
-48.9%
+171.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | -0.1% | +1.7% |
| 7D | -14.7% | -11.5% | -3.2% | -12.5% |
| 30D | -20.1% | -7.5% | -12.5% | -18.8% |
| 3M | -21.2% | +23.1% | -44.2% | -25.5% |
| 6M | -19.2% | +75.3% | -94.4% | -30.2% |
| YTD | +20.2% | +14.1% | +6.1% | +13.2% |
| 1Y | +14.5% | -0.6% | +15.0% | +11.0% |
| 3Y | +115.1% | +20.8% | +94.3% | +90.3% |
| All | +122.5% | -48.9% | +171.4% | +93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling