+35.9%
WDAY vs ESTC
+28.9%
+7.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.3% | -3.3% |
| 7D | -4.0% | -1.2% | -2.8% | -3.8% |
| 30D | +1.9% | -8.1% | +10.1% | +4.8% |
| 3M | +5.9% | +20.2% | -14.3% | -2.6% |
| 6M | +48.8% | +72.7% | -23.9% | +19.4% |
| YTD | -11.4% | +19.6% | -31.1% | -18.9% |
| 1Y | -15.5% | +0.3% | -15.8% | -18.2% |
| 3Y | -15.6% | +22.8% | -38.4% | -33.7% |
| 5Y | -35.2% | -50.9% | +15.7% | -32.1% |
| All | +35.9% | +28.9% | +7.0% | -23.8% |
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