+41.3%
NWSA vs ESTC
-47.2%
+88.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.8% | -1.3% |
| 7D | -2.6% | -4.3% | +1.7% | -2.0% |
| 30D | +4.6% | +17.7% | -13.2% | +1.4% |
| 3M | +10.2% | +42.3% | -32.1% | +3.4% |
| 6M | +21.6% | +64.6% | -42.9% | +10.8% |
| YTD | +14.6% | +17.2% | -2.6% | +9.8% |
| 1Y | +0.4% | -4.2% | +4.6% | -1.2% |
| 3Y | +45.0% | +13.5% | +31.5% | +30.6% |
| 5Y | +41.3% | -45.5% | +86.8% | +29.3% |
| All | +41.3% | -47.2% | +88.5% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling