+23.4%
WOLF vs ESTC
+0.1%
+23.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.1% | -3.5% | -5.7% |
| 7D | +2.4% | -3.3% | +5.7% | +2.1% |
| 30D | -6.9% | +13.4% | -20.3% | -6.1% |
| 3M | -44.1% | +41.3% | -85.4% | -42.4% |
| 6M | +53.6% | +62.6% | -9.0% | +59.2% |
| YTD | +56.7% | +14.8% | +41.9% | +45.5% |
| All | +23.4% | +0.1% | +23.3% | +7.7% |
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