+567.1%
WDC vs ESTC
+23.0%
+544.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.7% | -2.0% |
| 7D | -28.0% | -11.5% | -16.4% | -25.6% |
| 30D | -34.9% | -7.5% | -27.4% | -33.5% |
| 3M | -41.6% | +23.1% | -64.6% | -45.0% |
| 6M | -45.4% | +75.3% | -120.7% | -53.8% |
| YTD | +53.3% | +14.1% | +39.2% | +42.3% |
| 1Y | +61.5% | -0.6% | +62.1% | +55.4% |
| 3Y | +712.3% | +20.8% | +691.5% | +580.6% |
| 5Y | +524.2% | -48.8% | +573.0% | +525.4% |
| All | +567.1% | +23.0% | +544.1% | +306.7% |
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