-7.3%
WY vs ESTC
-6.1%
-1.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.6% | -0.5% |
| 7D | -1.7% | -3.3% | +1.7% | -1.8% |
| 30D | -9.9% | +13.4% | -23.3% | -9.4% |
| 3M | -7.5% | +41.3% | -48.8% | -6.1% |
| 6M | -5.1% | +62.6% | -67.7% | -3.2% |
| YTD | -2.1% | +14.8% | -16.9% | +0.4% |
| 1Y | -7.3% | -5.1% | -2.3% | -2.8% |
| All | -7.3% | -6.1% | -1.3% | -2.8% |
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