-24.8%
WY vs ESTC
+19.0%
-43.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +1.0% | -2.3% |
| 7D | +0.2% | -3.6% | +3.8% | +0.3% |
| 30D | +8.0% | -11.2% | +19.2% | +8.4% |
| 3M | -17.7% | +14.3% | -32.0% | -18.4% |
| 6M | -10.8% | +67.0% | -77.7% | -13.3% |
| YTD | -10.6% | +15.7% | -26.2% | -11.4% |
| 1Y | -5.7% | -6.3% | +0.5% | -5.2% |
| 3Y | -24.8% | +14.5% | -39.3% | -26.9% |
| All | -24.8% | +19.0% | -43.8% | -26.9% |
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