+1,081.8%
WDC vs ESTC
+31.2%
+1,050.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.5% | +10.4% | +6.9% |
| 7D | +1.7% | -8.1% | +9.9% | +3.6% |
| 30D | -10.0% | +31.7% | -41.6% | -16.8% |
| 3M | -18.8% | +41.1% | -59.8% | -26.7% |
| 6M | +79.0% | +77.1% | +2.0% | +49.9% |
| YTD | +171.6% | +21.7% | +149.9% | +147.8% |
| 1Y | +417.4% | +8.4% | +409.0% | +384.7% |
| 3Y | +1,251.8% | +23.6% | +1,228.2% | +1,021.2% |
| 5Y | +911.7% | -46.5% | +958.2% | +899.4% |
| All | +1,081.8% | +31.2% | +1,050.7% | +608.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling