+17.0%
NWSA vs ESTC
-48.1%
+65.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.2% | -0.1% |
| 7D | -10.5% | -1.2% | -9.3% | -10.3% |
| 30D | -8.8% | -8.1% | -0.6% | -7.7% |
| 3M | -6.5% | +20.2% | -26.7% | -9.8% |
| 6M | -1.3% | +72.7% | -74.1% | -10.7% |
| YTD | +2.5% | +19.6% | -17.2% | -2.4% |
| 1Y | +0.2% | +0.3% | -0.1% | -2.2% |
| 3Y | +27.6% | +22.8% | +4.8% | +13.1% |
| 5Y | +17.0% | -50.9% | +67.9% | +3.4% |
| All | +17.0% | -48.1% | +65.1% | +3.4% |
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