+121.4%
WEC vs ESTC
+24.6%
+96.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | -0.1% |
| 7D | +1.4% | -3.6% | +5.0% | +1.4% |
| 30D | +12.8% | -11.2% | +24.0% | +12.8% |
| 3M | +11.2% | +14.3% | -3.1% | +11.1% |
| 6M | +6.6% | +67.0% | -60.4% | +6.4% |
| YTD | +13.8% | +15.7% | -1.8% | +13.9% |
| 1Y | +7.6% | -6.3% | +13.9% | +7.9% |
| 3Y | +62.2% | +14.5% | +47.7% | +60.8% |
| 5Y | +52.0% | -49.9% | +101.8% | +50.7% |
| All | +121.4% | +24.6% | +96.8% | +102.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling