+251.1%
WST vs ESTC
+24.6%
+226.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.4% |
| 7D | +1.4% | -3.6% | +4.9% | +2.0% |
| 30D | +12.7% | -11.2% | +23.9% | +14.7% |
| 3M | +17.2% | +14.3% | +2.8% | +13.4% |
| 6M | +26.7% | +67.0% | -40.3% | +14.1% |
| YTD | +50.3% | +15.7% | +34.6% | +43.0% |
| 1Y | +50.2% | -6.3% | +56.5% | +47.7% |
| 3Y | +21.7% | +14.5% | +7.2% | +7.5% |
| 5Y | +2.0% | -49.9% | +51.9% | -0.8% |
| All | +251.1% | +24.6% | +226.4% | +153.9% |
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