+4.5%
NWSA vs ESTC
+7.3%
-2.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -1.4% |
| 7D | -1.9% | -8.1% | +6.2% | -1.2% |
| 30D | +4.6% | +31.7% | -27.1% | +1.6% |
| 3M | +13.2% | +41.1% | -27.8% | +8.8% |
| 6M | +27.0% | +77.1% | -50.1% | +19.0% |
| YTD | +16.8% | +21.7% | -4.9% | +11.9% |
| 1Y | +4.5% | +8.4% | -3.9% | +1.3% |
| All | +4.5% | +7.3% | -2.8% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling