-36.4%
WU vs ESTC
+19.1%
-55.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -3.5% | -9.2% | +5.7% | -2.7% |
| 30D | -2.9% | +8.1% | -11.0% | -3.8% |
| 3M | -2.3% | +38.5% | -40.7% | -5.2% |
| 6M | -25.4% | +57.8% | -83.2% | -28.5% |
| YTD | -21.2% | +10.5% | -31.7% | -22.6% |
| 1Y | -8.9% | -6.4% | -2.5% | -9.6% |
| 3Y | -29.0% | +4.7% | -33.6% | -32.3% |
| 5Y | -50.7% | -47.8% | -3.0% | -52.3% |
| All | -36.4% | +19.1% | -55.6% | -48.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling