+250.2%
WST vs ESTC
+27.2%
+223.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.7% |
| 7D | +4.9% | +5.8% | -0.9% | +3.9% |
| 30D | +10.7% | -5.6% | +16.3% | +11.5% |
| 3M | +16.8% | +15.4% | +1.4% | +12.9% |
| 6M | +32.0% | +77.8% | -45.8% | +17.6% |
| YTD | +49.9% | +18.1% | +31.9% | +42.1% |
| 1Y | +50.6% | -3.7% | +54.3% | +47.4% |
| 3Y | +21.4% | +16.9% | +4.5% | +6.9% |
| 5Y | -0.6% | -51.2% | +50.7% | -2.8% |
| All | +250.2% | +27.2% | +223.0% | +152.4% |
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