+36.5%
WOLF vs ESTC
-3.5%
+40.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.0% | -5.3% | -6.2% |
| 7D | +4.4% | +2.4% | +2.0% | +4.0% |
| 30D | +1.0% | -4.2% | +5.3% | +2.2% |
| 3M | -21.2% | +2.5% | -23.7% | -20.2% |
| 6M | -60.3% | +81.5% | -141.8% | -61.3% |
| YTD | +42.6% | +16.8% | +25.8% | +38.6% |
| 1Y | +36.5% | -3.5% | +40.0% | +32.3% |
| All | +36.5% | -3.5% | +40.0% | +32.3% |
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