+86.8%
WFC vs ESTC
-48.9%
+135.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.7% | -0.7% |
| 7D | +1.2% | -11.5% | +12.8% | +2.6% |
| 30D | +5.2% | -7.5% | +12.7% | +6.0% |
| 3M | -3.0% | +23.1% | -26.1% | -6.1% |
| 6M | +6.2% | +75.3% | -69.1% | -1.9% |
| YTD | -7.9% | +14.1% | -22.0% | -10.8% |
| 1Y | +0.3% | -0.6% | +0.9% | -1.4% |
| 3Y | +117.7% | +20.8% | +96.9% | +101.4% |
| All | +86.8% | -48.9% | +135.7% | +61.8% |
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