+113.2%
WDC vs ESTC
+1.6%
+111.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.9% | -5.9% | -6.8% |
| 7D | -18.3% | -15.9% | -2.5% | -19.0% |
| 30D | -26.7% | -5.5% | -21.2% | -26.7% |
| 3M | -40.9% | +26.2% | -67.2% | -39.1% |
| 6M | -26.8% | +77.0% | -103.8% | -21.9% |
| YTD | +88.2% | +18.9% | +69.3% | +110.9% |
| 1Y | +113.2% | +1.3% | +111.9% | +145.5% |
| All | +113.2% | +1.6% | +111.6% | +145.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling