+304.3%
GWW vs ESTC
+19.1%
+285.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -3.4% | -9.2% | +5.8% | -2.4% |
| 30D | -1.9% | +8.1% | -10.0% | -3.1% |
| 3M | -2.4% | +38.5% | -40.9% | -6.2% |
| 6M | +15.7% | +57.8% | -42.1% | +9.1% |
| YTD | +27.6% | +10.5% | +17.1% | +24.5% |
| 1Y | +27.2% | -6.4% | +33.6% | +26.1% |
| 3Y | +89.7% | +4.7% | +85.0% | +78.6% |
| 5Y | +223.9% | -47.8% | +271.7% | +220.1% |
| All | +304.3% | +19.1% | +285.2% | +206.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling