+189.3%
WST vs ESTC
+31.2%
+158.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.1% |
| 7D | +0.7% | -8.1% | +8.8% | +2.0% |
| 30D | -3.1% | +31.7% | -34.8% | -8.2% |
| 3M | +7.2% | +41.1% | -33.8% | +0.1% |
| 6M | +36.8% | +77.1% | -40.3% | +21.9% |
| YTD | +23.8% | +21.7% | +2.2% | +17.2% |
| 1Y | +37.8% | +8.4% | +29.4% | +32.1% |
| 3Y | -15.9% | +23.6% | -39.5% | -26.8% |
| 5Y | -25.8% | -46.5% | +20.6% | -28.7% |
| All | +189.3% | +31.2% | +158.2% | +108.1% |
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