+29.0%
WCN vs ESTC
-47.2%
+76.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | -0.8% |
| 7D | -0.4% | -4.3% | +3.9% | -0.2% |
| 30D | -2.1% | +17.7% | -19.9% | -3.4% |
| 3M | +6.4% | +42.3% | -35.9% | +3.5% |
| 6M | -3.7% | +64.6% | -68.2% | -7.5% |
| YTD | -6.4% | +17.2% | -23.6% | -8.0% |
| 1Y | -7.9% | -4.2% | -3.7% | -8.4% |
| 3Y | +20.8% | +13.5% | +7.3% | +15.1% |
| 5Y | +29.0% | -45.5% | +74.5% | +22.6% |
| All | +29.0% | -47.2% | +76.2% | +22.6% |
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