+301.6%
GWW vs ESTC
+19.3%
+282.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | -0.2% |
| 7D | -3.1% | -13.2% | +10.0% | -1.8% |
| 30D | -2.3% | +9.3% | -11.7% | -3.6% |
| 3M | -3.3% | +37.3% | -40.7% | -7.0% |
| 6M | +15.4% | +61.0% | -45.6% | +8.5% |
| YTD | +26.7% | +10.7% | +16.1% | +23.7% |
| 1Y | +29.0% | -7.2% | +36.1% | +28.0% |
| 3Y | +89.0% | +7.2% | +81.8% | +77.4% |
| 5Y | +221.8% | -47.7% | +269.5% | +217.9% |
| All | +301.6% | +19.3% | +282.4% | +204.8% |
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