-42.6%
WU vs ESTC
-52.1%
+9.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +1.4% |
| 7D | +11.0% | -3.6% | +14.6% | +11.3% |
| 30D | +13.4% | -11.2% | +24.6% | +14.2% |
| 3M | +2.2% | +14.3% | -12.1% | +0.8% |
| 6M | -18.2% | +67.0% | -85.2% | -21.8% |
| YTD | -18.3% | +15.7% | -33.9% | -20.1% |
| 1Y | -12.2% | -6.3% | -5.9% | -13.0% |
| 3Y | -20.8% | +14.5% | -35.3% | -25.2% |
| 5Y | -42.6% | -49.9% | +7.3% | -53.7% |
| All | -42.6% | -52.1% | +9.5% | -53.7% |
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