+15.8%
WCN vs ESTC
-5.7%
+21.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +0.4% | -2.6% | +3.1% | +0.5% |
| 30D | +25.3% | -8.6% | +33.9% | +25.4% |
| 3M | +15.4% | +14.4% | +1.1% | +15.0% |
| 6M | +27.8% | +73.3% | -45.5% | +26.1% |
| YTD | +10.6% | +15.7% | -5.2% | +10.0% |
| 1Y | +15.8% | -7.6% | +23.4% | +14.7% |
| All | +15.8% | -5.7% | +21.5% | +14.7% |
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