+4.8%
ESTC vs WTW
+61.8%
-57.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.7% |
| 7D | -13.2% | -7.8% | -5.4% | -11.5% |
| 30D | +9.3% | -7.9% | +17.2% | +11.4% |
| 3M | +37.3% | +19.9% | +17.4% | +32.5% |
| 6M | +61.0% | +9.8% | +51.2% | +56.9% |
| YTD | +10.7% | -3.3% | +14.0% | +9.1% |
| 1Y | -7.2% | -3.3% | -3.9% | -8.7% |
| All | +4.8% | +61.8% | -57.0% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 3y: compounded portfolio wealth divided by compounded WTW 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…
3y analysis · Full analysis span regression · 6 months rolling