-10.3%
WU vs ESTC
-6.1%
-4.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.7% |
| 7D | -4.9% | -3.3% | -1.6% | -4.7% |
| 30D | -1.3% | +13.4% | -14.7% | -2.4% |
| 3M | -3.6% | +41.3% | -44.9% | -6.0% |
| 6M | -24.3% | +62.6% | -86.9% | -27.1% |
| YTD | -21.1% | +14.8% | -35.9% | -23.8% |
| 1Y | -10.3% | -5.1% | -5.3% | -14.1% |
| All | -10.3% | -6.1% | -4.2% | -14.1% |
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