+28.3%
WOLF vs ESTC
+6.2%
+22.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.5% | +10.1% | +5.3% |
| 7D | +9.7% | -8.1% | +17.8% | +9.0% |
| 30D | +12.5% | +31.7% | -19.1% | +14.3% |
| 3M | -57.7% | +41.1% | -98.8% | -56.6% |
| 6M | +37.7% | +77.1% | -39.4% | +43.9% |
| YTD | +62.8% | +21.7% | +41.1% | +51.9% |
| All | +28.3% | +6.2% | +22.1% | +12.5% |
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