+240.2%
WST vs ESTC
+23.0%
+217.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.4% | +1.5% |
| 7D | -3.1% | -11.5% | +8.4% | -1.2% |
| 30D | +9.1% | -7.5% | +16.6% | +10.3% |
| 3M | +14.7% | +23.1% | -8.4% | +9.6% |
| 6M | +28.0% | +75.3% | -47.3% | +14.3% |
| YTD | +45.6% | +14.1% | +31.5% | +38.9% |
| 1Y | +45.7% | -0.6% | +46.2% | +41.6% |
| 3Y | +21.1% | +20.8% | +0.3% | +5.5% |
| 5Y | +0.3% | -48.8% | +49.1% | -3.0% |
| All | +240.2% | +23.0% | +217.3% | +146.6% |
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