+54.5%
WEC vs ESTC
-48.9%
+103.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.1% |
| 7D | -0.2% | -11.5% | +11.3% | -0.3% |
| 30D | +12.3% | -7.5% | +19.8% | +12.2% |
| 3M | +8.3% | +23.1% | -14.8% | +8.4% |
| 6M | +3.5% | +75.3% | -71.8% | +3.8% |
| YTD | +12.7% | +14.1% | -1.4% | +13.1% |
| 1Y | +8.2% | -0.6% | +8.7% | +8.6% |
| 3Y | +55.9% | +20.8% | +35.1% | +54.4% |
| All | +54.5% | -48.9% | +103.4% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling