+41.3%
WWD vs ESTC
+0.7%
+40.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.7% | -2.3% |
| 7D | +0.8% | -4.3% | +5.1% | +0.5% |
| 30D | -6.4% | +17.7% | -24.1% | -4.7% |
| 3M | -5.6% | +42.3% | -47.9% | -1.9% |
| 6M | -9.1% | +64.6% | -73.7% | -4.4% |
| YTD | +12.5% | +17.2% | -4.7% | +17.6% |
| 1Y | +41.3% | -4.2% | +45.5% | +48.2% |
| All | +41.3% | +0.7% | +40.6% | +48.2% |
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