+30.7%
WOLF vs ESTC
+2.3%
+28.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.7% | +5.6% | +1.6% |
| 7D | +9.8% | -4.3% | +14.1% | +9.4% |
| 30D | -12.1% | +17.7% | -29.9% | -11.2% |
| 3M | -47.9% | +42.3% | -90.2% | -46.4% |
| 6M | +74.3% | +64.6% | +9.7% | +80.8% |
| YTD | +65.9% | +17.2% | +48.7% | +54.3% |
| All | +30.7% | +2.3% | +28.4% | +14.2% |
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