-7.8%
WY vs ESTC
+27.2%
-35.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.2% |
| 7D | -5.4% | +5.8% | -11.2% | -6.3% |
| 30D | +7.9% | -5.6% | +13.4% | +8.4% |
| 3M | -16.6% | +15.4% | -32.0% | -19.6% |
| 6M | -11.2% | +77.8% | -89.0% | -21.2% |
| YTD | -11.3% | +18.1% | -29.4% | -16.3% |
| 1Y | -5.5% | -3.7% | -1.9% | -7.7% |
| 3Y | -25.4% | +16.9% | -42.3% | -35.0% |
| 5Y | -32.4% | -51.2% | +18.9% | -32.2% |
| All | -7.8% | +27.2% | -35.0% | -41.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling