+7.6%
WOLF vs ESTC
-0.4%
+8.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | +2.2% | +14.6% | +16.7% |
| 7D | +8.2% | -11.5% | +19.7% | +8.6% |
| 30D | -24.2% | -7.5% | -16.6% | -23.6% |
| 3M | -13.8% | +23.1% | -36.8% | -11.7% |
| 6M | -44.8% | +75.3% | -120.1% | -41.3% |
| YTD | +36.6% | +14.1% | +22.5% | +28.5% |
| 1Y | +27.6% | -0.6% | +28.1% | +8.8% |
| All | +7.6% | -0.4% | +8.1% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling