+57.1%
GWW vs ESTC
+1.6%
+55.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.9% | +7.4% | +6.5% |
| 7D | +11.1% | -15.9% | +26.9% | +10.3% |
| 30D | +15.7% | -5.5% | +21.3% | +15.5% |
| 3M | +14.8% | +26.2% | -11.5% | +16.9% |
| 6M | +30.9% | +77.0% | -46.1% | +36.6% |
| YTD | +48.5% | +18.9% | +29.6% | +53.0% |
| 1Y | +57.1% | +1.3% | +55.8% | +59.9% |
| All | +57.1% | +1.6% | +55.6% | +59.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling