+632.8%
WDC vs ESTC
+28.9%
+603.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.9% | +5.0% | +8.7% |
| 7D | -14.4% | -1.2% | -13.2% | -13.9% |
| 30D | -27.1% | -8.1% | -18.9% | -25.2% |
| 3M | -33.3% | +20.2% | -53.4% | -36.7% |
| 6M | -39.6% | +72.7% | -112.3% | -48.6% |
| YTD | +68.4% | +19.6% | +48.7% | +54.7% |
| 1Y | +78.2% | +0.3% | +77.9% | +71.4% |
| 3Y | +772.0% | +22.8% | +749.2% | +630.5% |
| 5Y | +584.9% | -50.9% | +635.8% | +601.8% |
| All | +632.8% | +28.9% | +603.9% | +341.9% |
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 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