+33.1%
WDAY vs ESTC
+26.3%
+6.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.7% | -1.2% | -3.4% |
| 7D | -6.1% | -4.3% | -1.8% | -4.5% |
| 30D | +3.7% | +17.7% | -14.0% | -3.1% |
| 3M | +29.6% | +42.3% | -12.7% | +12.6% |
| 6M | +23.3% | +64.6% | -41.2% | +1.7% |
| YTD | -13.3% | +17.2% | -30.5% | -19.3% |
| 1Y | -19.6% | -4.2% | -15.4% | -20.5% |
| 3Y | -25.7% | +13.5% | -39.2% | -39.4% |
| 5Y | -31.6% | -45.5% | +14.0% | -31.4% |
| All | +33.1% | +26.3% | +6.8% | -24.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling