-22.3%
WY vs ESTC
+11.7%
-34.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -1.3% |
| 7D | -2.1% | -4.3% | +2.2% | -1.9% |
| 30D | -10.5% | +17.7% | -28.2% | -11.2% |
| 3M | -4.9% | +42.3% | -47.2% | -6.5% |
| 6M | -4.9% | +64.6% | -69.5% | -7.4% |
| YTD | -1.7% | +17.2% | -18.9% | -2.3% |
| 1Y | -9.4% | -4.2% | -5.2% | -8.9% |
| 3Y | -22.3% | +13.5% | -35.8% | -24.2% |
| All | -22.3% | +11.7% | -34.0% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling