+27.1%
SW vs ESTC
-4.6%
+31.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.1% | +4.6% | -1.2% |
| 7D | +4.7% | -18.5% | +23.1% | +5.8% |
| 30D | +5.0% | -11.0% | +16.0% | +5.4% |
| 3M | -7.3% | +20.8% | -28.1% | -8.7% |
| 6M | +15.0% | +67.9% | -52.9% | +11.2% |
| YTD | +18.5% | +11.6% | +6.9% | +19.8% |
| 1Y | +27.1% | -3.3% | +30.4% | +28.5% |
| All | +27.1% | -4.6% | +31.7% | +28.5% |
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