+412.6%
WDC vs ESTC
+0.7%
+411.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.7% | +5.8% | +1.9% |
| 7D | +6.0% | -4.3% | +10.3% | +5.7% |
| 30D | +9.9% | +17.7% | -7.8% | +11.3% |
| 3M | -9.4% | +42.3% | -51.7% | -6.2% |
| 6M | +94.7% | +64.6% | +30.2% | +103.6% |
| YTD | +177.4% | +17.2% | +160.2% | +205.7% |
| 1Y | +412.6% | -4.2% | +416.8% | +582.9% |
| All | +412.6% | +0.7% | +411.9% | +582.9% |
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 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