+187.4%
WST vs ESTC
+26.3%
+161.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | 0.0% |
| 7D | -0.3% | -4.3% | +4.0% | +0.4% |
| 30D | -4.6% | +17.7% | -22.3% | -7.9% |
| 3M | +5.7% | +42.3% | -36.6% | -1.5% |
| 6M | +37.6% | +64.6% | -27.0% | +24.1% |
| YTD | +23.0% | +17.2% | +5.8% | +17.1% |
| 1Y | +33.8% | -4.2% | +38.0% | +31.2% |
| 3Y | -13.4% | +13.5% | -26.9% | -23.3% |
| 5Y | -27.0% | -45.5% | +18.6% | -30.1% |
| All | +187.4% | +26.3% | +161.1% | +108.0% |
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 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