+105.7%
WFC vs ESTC
+26.3%
+79.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.5% | -1.8% |
| 7D | +1.1% | -4.3% | +5.4% | +1.5% |
| 30D | +0.8% | +17.7% | -16.9% | -1.7% |
| 3M | +9.3% | +42.3% | -33.0% | +3.8% |
| 6M | +10.6% | +64.6% | -53.9% | +2.6% |
| YTD | -4.1% | +17.2% | -21.3% | -7.4% |
| 1Y | +13.6% | -4.2% | +17.8% | +12.1% |
| 3Y | +130.7% | +13.5% | +117.2% | +114.5% |
| 5Y | +126.7% | -45.5% | +172.3% | +119.8% |
| All | +105.7% | +26.3% | +79.4% | +51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling