+93.3%
GWW vs ESTC
+14.8%
+78.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | +3.6% | +2.4% | +1.1% | +3.4% |
| 30D | +12.1% | -4.2% | +16.4% | +12.3% |
| 3M | +12.9% | +2.5% | +10.4% | +12.5% |
| 6M | +19.3% | +81.5% | -62.2% | +14.9% |
| YTD | +48.7% | +16.8% | +31.9% | +47.4% |
| 1Y | +60.5% | -3.5% | +64.0% | +61.5% |
| 3Y | +93.3% | +17.7% | +75.5% | +87.9% |
| All | +93.3% | +14.8% | +78.5% | +87.9% |
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 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