+126.3%
WFC vs ESTC
+14.8%
+111.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.4% |
| 7D | +2.5% | +2.4% | +0.1% | +2.3% |
| 30D | +7.0% | -4.2% | +11.2% | +7.3% |
| 3M | -1.8% | +2.5% | -4.2% | -2.5% |
| 6M | +18.4% | +81.5% | -63.1% | +9.9% |
| YTD | -5.6% | +16.8% | -22.4% | -8.3% |
| 1Y | +3.9% | -3.5% | +7.3% | +2.9% |
| 3Y | +126.3% | +17.7% | +108.6% | +121.6% |
| All | +126.3% | +14.8% | +111.5% | +121.6% |
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