-20.5%
WY vs ESTC
-47.2%
+26.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -1.0% |
| 7D | -2.1% | -4.3% | +2.2% | -1.6% |
| 30D | -10.5% | +17.7% | -28.2% | -12.5% |
| 3M | -4.9% | +42.3% | -47.2% | -9.1% |
| 6M | -4.9% | +64.6% | -69.5% | -11.3% |
| YTD | -1.7% | +17.2% | -18.9% | -4.7% |
| 1Y | -9.4% | -4.2% | -5.2% | -10.1% |
| 3Y | -22.3% | +13.5% | -35.8% | -28.9% |
| 5Y | -20.5% | -45.5% | +25.0% | -28.8% |
| All | -20.5% | -47.2% | +26.7% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling