-36.8%
WU vs ESTC
+27.2%
-64.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.3% |
| 7D | -5.3% | +5.8% | -11.0% | -5.7% |
| 30D | +9.0% | -5.6% | +14.6% | +9.3% |
| 3M | -3.6% | +15.4% | -19.0% | -5.1% |
| 6M | -19.4% | +77.8% | -97.2% | -23.6% |
| YTD | -21.7% | +18.1% | -39.8% | -23.7% |
| 1Y | -16.1% | -3.7% | -12.4% | -17.1% |
| 3Y | -24.1% | +16.9% | -41.0% | -28.4% |
| 5Y | -44.1% | -51.2% | +7.1% | -45.5% |
| All | -36.8% | +27.2% | -64.1% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling