+110.4%
WFC vs ESTC
+31.2%
+79.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +1.4% |
| 7D | +3.8% | -8.1% | +11.9% | +4.8% |
| 30D | +1.5% | +31.7% | -30.2% | -2.5% |
| 3M | +10.9% | +41.1% | -30.2% | +5.4% |
| 6M | +8.4% | +77.1% | -68.6% | -0.4% |
| YTD | -1.9% | +21.7% | -23.6% | -5.7% |
| 1Y | +12.3% | +8.4% | +4.0% | +9.0% |
| 3Y | +132.3% | +23.6% | +108.7% | +113.5% |
| 5Y | +130.1% | -46.5% | +176.5% | +123.7% |
| All | +110.4% | +31.2% | +79.3% | +53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling