+362.0%
WWD vs ESTC
+31.2%
+330.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.6% | +1.8% |
| 7D | +1.3% | -8.1% | +9.4% | +2.5% |
| 30D | -7.2% | +31.7% | -38.9% | -11.7% |
| 3M | -3.8% | +41.1% | -44.9% | -9.9% |
| 6M | -9.9% | +77.1% | -87.0% | -19.4% |
| YTD | +14.8% | +21.7% | -6.9% | +8.7% |
| 1Y | +42.1% | +8.4% | +33.7% | +36.4% |
| 3Y | +170.8% | +23.6% | +147.2% | +140.6% |
| 5Y | +197.5% | -46.5% | +244.0% | +195.3% |
| All | +362.0% | +31.2% | +330.8% | +203.5% |
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