+100.5%
WEC vs ESTC
+31.2%
+69.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.7% |
| 7D | -0.3% | -8.1% | +7.8% | -0.2% |
| 30D | -1.3% | +31.7% | -33.0% | -1.4% |
| 3M | -3.9% | +41.1% | -45.0% | -4.0% |
| 6M | -8.3% | +77.1% | -85.4% | -8.5% |
| YTD | +3.1% | +21.7% | -18.6% | +3.1% |
| 1Y | +1.9% | +8.4% | -6.4% | +2.1% |
| 3Y | +41.9% | +23.6% | +18.3% | +40.6% |
| 5Y | +30.8% | -46.5% | +77.2% | +29.7% |
| All | +100.5% | +31.2% | +69.3% | +83.0% |
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