+124.1%
WCN vs ESTC
+31.2%
+92.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.8% |
| 7D | -0.6% | -8.1% | +7.5% | +0.1% |
| 30D | +0.4% | +31.7% | -31.2% | -2.2% |
| 3M | +7.3% | +41.1% | -33.7% | +3.7% |
| 6M | -2.5% | +77.1% | -79.6% | -8.1% |
| YTD | -5.4% | +21.7% | -27.1% | -7.9% |
| 1Y | -8.5% | +8.4% | -16.8% | -10.3% |
| 3Y | +20.8% | +23.6% | -2.8% | +12.9% |
| 5Y | +30.0% | -46.5% | +76.5% | +28.2% |
| All | +124.1% | +31.2% | +92.9% | +76.9% |
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 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