-36.8%
WU vs ESTC
+19.3%
-56.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.4% |
| 7D | -5.0% | -13.2% | +8.2% | -3.9% |
| 30D | -2.3% | +9.3% | -11.6% | -3.2% |
| 3M | -3.2% | +37.3% | -40.6% | -6.0% |
| 6M | -25.0% | +61.0% | -86.0% | -28.3% |
| YTD | -21.7% | +10.7% | -32.3% | -23.1% |
| 1Y | -9.0% | -7.2% | -1.8% | -9.6% |
| 3Y | -28.9% | +7.2% | -36.1% | -32.4% |
| 5Y | -51.0% | -47.7% | -3.3% | -52.6% |
| All | -36.8% | +19.3% | -56.1% | -48.6% |
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