+1,119.7%
WDC vs ESTC
+23.7%
+1,096.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.5% |
| 7D | +7.5% | -3.3% | +10.8% | +8.1% |
| 30D | +10.1% | +13.4% | -3.4% | +5.5% |
| 3M | -6.8% | +41.3% | -48.1% | -16.2% |
| 6M | +84.1% | +62.6% | +21.5% | +57.4% |
| YTD | +180.3% | +14.8% | +165.5% | +159.2% |
| 1Y | +411.1% | -5.1% | +416.1% | +395.7% |
| 3Y | +1,375.0% | +11.2% | +1,363.8% | +1,159.4% |
| 5Y | +991.6% | -47.0% | +1,038.5% | +973.2% |
| All | +1,119.7% | +23.7% | +1,096.0% | +640.5% |
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 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