+31.2%
ESTC vs WTW
+160.6%
-129.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.1% | -2.4% | -3.4% |
| 7D | -8.1% | -2.6% | -5.5% | -6.7% |
| 30D | +31.7% | -1.0% | +32.7% | +32.4% |
| 3M | +41.1% | +29.9% | +11.1% | +22.6% |
| 6M | +77.1% | +10.7% | +66.4% | +66.6% |
| YTD | +21.7% | +2.6% | +19.1% | +17.9% |
| 1Y | +8.4% | +2.8% | +5.6% | +4.3% |
| 3Y | +23.6% | +67.3% | -43.7% | -14.2% |
| 5Y | -46.5% | +56.6% | -103.1% | -61.3% |
| All | +31.2% | +160.6% | -129.4% | -39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling