+770.0%
WDC vs ESTC
+14.8%
+755.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.0% | -4.0% | -4.9% |
| 7D | +12.1% | +2.4% | +9.7% | +11.8% |
| 30D | -18.8% | -4.2% | -14.6% | -18.1% |
| 3M | -39.3% | +2.5% | -41.8% | -39.5% |
| 6M | -40.1% | +81.5% | -121.6% | -45.0% |
| YTD | +71.8% | +16.8% | +55.0% | +68.5% |
| 1Y | +88.5% | -3.5% | +91.9% | +91.9% |
| 3Y | +770.0% | +17.7% | +752.3% | +780.2% |
| All | +770.0% | +14.8% | +755.2% | +780.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling