+91.6%
GWW vs ESTC
+11.7%
+79.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.7% | +1.0% | -2.5% |
| 7D | -1.5% | -4.3% | +2.8% | -1.3% |
| 30D | +1.1% | +17.7% | -16.6% | +0.1% |
| 3M | -1.0% | +42.3% | -43.3% | -3.0% |
| 6M | +16.3% | +64.6% | -48.3% | +12.7% |
| YTD | +28.5% | +17.2% | +11.3% | +27.4% |
| 1Y | +30.3% | -4.2% | +34.5% | +31.2% |
| 3Y | +91.6% | +13.5% | +78.1% | +86.6% |
| All | +91.6% | +11.7% | +79.9% | +86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling