+45.0%
NWSA vs ESTC
+11.7%
+33.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.8% | -1.5% |
| 7D | -2.6% | -4.3% | +1.7% | -2.2% |
| 30D | +4.6% | +17.7% | -13.2% | +2.5% |
| 3M | +10.2% | +42.3% | -32.1% | +5.7% |
| 6M | +21.6% | +64.6% | -42.9% | +14.4% |
| YTD | +14.6% | +17.2% | -2.6% | +11.3% |
| 1Y | +0.4% | -4.2% | +4.6% | -0.8% |
| 3Y | +45.0% | +13.5% | +31.5% | +41.3% |
| All | +45.0% | +11.7% | +33.3% | +41.3% |
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 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