+46.1%
WOLF vs ESTC
+0.3%
+45.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.9% | +4.9% | +9.1% |
| 7D | +25.3% | -1.2% | +26.5% | +25.4% |
| 30D | -14.7% | -8.1% | -6.6% | -13.8% |
| 3M | -20.5% | +20.2% | -40.7% | -20.6% |
| 6M | -43.9% | +72.7% | -116.7% | -44.6% |
| YTD | +50.0% | +19.6% | +30.4% | +44.7% |
| All | +46.1% | +0.3% | +45.8% | +43.0% |
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