+102.6%
WEC vs ESTC
+26.3%
+76.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.7% | +4.7% | +1.1% |
| 7D | +0.8% | -4.3% | +5.1% | +0.8% |
| 30D | +0.3% | +17.7% | -17.4% | +0.3% |
| 3M | -2.9% | +42.3% | -45.2% | -3.0% |
| 6M | -5.9% | +64.6% | -70.5% | -6.1% |
| YTD | +4.1% | +17.2% | -13.1% | +4.2% |
| 1Y | +3.1% | -4.2% | +7.3% | +3.4% |
| 3Y | +40.8% | +13.5% | +27.3% | +39.6% |
| 5Y | +31.7% | -45.5% | +77.2% | +30.5% |
| All | +102.6% | +26.3% | +76.3% | +84.9% |
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