+1,330.5%
WDC vs ESTC
+18.2%
+1,312.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.5% | +10.4% | +6.3% |
| 7D | +1.7% | -8.1% | +9.9% | +2.6% |
| 30D | -10.0% | +31.7% | -41.6% | -13.1% |
| 3M | -18.8% | +41.1% | -59.8% | -22.3% |
| 6M | +79.0% | +77.1% | +2.0% | +64.6% |
| YTD | +171.6% | +21.7% | +149.9% | +164.5% |
| 1Y | +417.4% | +8.4% | +409.0% | +414.3% |
| All | +1,330.5% | +18.2% | +1,312.3% | +1,331.4% |
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