+370.4%
GWW vs ESTC
+24.7%
+345.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | 0.0% | -2.6% | +2.6% | +0.2% |
| 30D | +14.0% | -8.6% | +22.6% | +14.8% |
| 3M | +14.4% | +14.4% | 0.0% | +12.1% |
| 6M | +21.7% | +73.3% | -51.6% | +13.6% |
| YTD | +48.4% | +15.7% | +32.7% | +43.9% |
| 1Y | +58.4% | -7.6% | +66.0% | +57.3% |
| 3Y | +92.3% | +14.6% | +77.7% | +79.1% |
| 5Y | +221.8% | -50.0% | +271.8% | +221.0% |
| All | +370.4% | +24.7% | +345.6% | +254.6% |
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