+453.1%
WCC vs ESTC
+28.9%
+424.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +4.9% | +3.3% | +7.0% |
| 7D | -5.7% | -1.2% | -4.5% | -5.3% |
| 30D | -13.5% | -8.1% | -5.3% | -11.8% |
| 3M | -12.9% | +20.2% | -33.0% | -17.7% |
| 6M | -10.7% | +72.7% | -83.4% | -23.7% |
| YTD | +30.0% | +19.6% | +10.3% | +19.7% |
| 1Y | +24.7% | +0.3% | +24.4% | +19.7% |
| 3Y | +136.6% | +22.8% | +113.8% | +104.0% |
| 5Y | +143.9% | -50.9% | +194.8% | +146.5% |
| All | +453.1% | +28.9% | +424.2% | +247.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling