-52.1%
WU vs ESTC
-47.6%
-4.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -3.5% | -9.2% | +5.7% | -2.8% |
| 30D | -2.9% | +8.1% | -11.0% | -3.7% |
| 3M | -2.3% | +38.5% | -40.7% | -4.8% |
| 6M | -25.4% | +57.8% | -83.2% | -28.2% |
| YTD | -21.2% | +10.5% | -31.7% | -22.5% |
| 1Y | -8.9% | -6.4% | -2.5% | -9.6% |
| 3Y | -29.0% | +4.7% | -33.6% | -32.1% |
| All | -52.1% | -47.6% | -4.6% | -59.7% |
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