-18.0%
WU vs ESTC
+1.6%
-19.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.3% | +5.5% |
| 7D | +8.2% | -15.9% | +24.1% | +9.7% |
| 30D | +8.0% | -5.5% | +13.5% | +8.3% |
| 3M | -6.6% | +26.2% | -32.9% | -9.0% |
| 6M | -23.3% | +77.0% | -100.3% | -27.3% |
| YTD | -22.4% | +18.9% | -41.3% | -25.3% |
| 1Y | -18.0% | +1.3% | -19.3% | -21.8% |
| All | -18.0% | +1.6% | -19.5% | -21.8% |
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