+46.9%
WCN vs ESTC
-48.1%
+95.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | +0.2% |
| 7D | +1.2% | -1.2% | +2.4% | +1.2% |
| 30D | +24.6% | -8.1% | +32.7% | +25.1% |
| 3M | +14.2% | +20.2% | -6.0% | +12.4% |
| 6M | +25.7% | +72.7% | -47.1% | +20.3% |
| YTD | +9.3% | +19.6% | -10.4% | +7.0% |
| 1Y | +15.3% | +0.3% | +15.1% | +14.2% |
| 3Y | +48.6% | +22.8% | +25.8% | +40.9% |
| 5Y | +46.9% | -50.9% | +97.8% | +34.9% |
| All | +46.9% | -48.1% | +95.0% | +34.9% |
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