+350.6%
WWD vs ESTC
+23.7%
+326.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | +0.6% | -3.3% | +4.0% | +1.1% |
| 30D | -5.1% | +13.4% | -18.5% | -7.5% |
| 3M | -11.2% | +41.3% | -52.6% | -16.9% |
| 6M | -12.0% | +62.6% | -74.6% | -20.2% |
| YTD | +12.0% | +14.8% | -2.8% | +7.0% |
| 1Y | +42.8% | -5.1% | +47.9% | +40.3% |
| 3Y | +168.9% | +11.2% | +157.8% | +143.6% |
| 5Y | +192.2% | -47.0% | +239.2% | +189.2% |
| All | +350.6% | +23.7% | +326.9% | +198.7% |
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