+121.7%
WEC vs ESTC
+28.9%
+92.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.8% | +1.1% |
| 7D | +0.2% | -1.2% | +1.4% | +0.2% |
| 30D | +12.9% | -8.1% | +21.0% | +12.9% |
| 3M | +9.8% | +20.2% | -10.4% | +9.7% |
| 6M | +6.7% | +72.7% | -66.0% | +6.5% |
| YTD | +14.0% | +19.6% | -5.7% | +14.0% |
| 1Y | +7.3% | +0.3% | +7.1% | +7.6% |
| 3Y | +63.8% | +22.8% | +41.0% | +62.3% |
| 5Y | +54.8% | -50.9% | +105.6% | +53.6% |
| All | +121.7% | +28.9% | +92.7% | +102.3% |
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