+14.4%
WCN vs ESTC
+1.6%
+12.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.6% | +2.8% |
| 7D | +6.7% | -15.9% | +22.6% | +7.1% |
| 30D | +24.3% | -5.5% | +29.8% | +24.3% |
| 3M | +16.1% | +26.2% | -10.1% | +15.4% |
| 6M | +19.9% | +77.0% | -57.1% | +18.0% |
| YTD | +10.1% | +18.9% | -8.8% | +9.6% |
| 1Y | +14.4% | +1.3% | +13.1% | +14.0% |
| All | +14.4% | +1.6% | +12.9% | +14.0% |
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