+3.8%
WY vs ESTC
+31.2%
-27.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +1.6% |
| 7D | -1.7% | -8.1% | +6.4% | -0.4% |
| 30D | -10.1% | +31.7% | -41.8% | -14.8% |
| 3M | -5.1% | +41.1% | -46.2% | -11.5% |
| 6M | -4.8% | +77.1% | -81.8% | -15.4% |
| YTD | -0.2% | +21.7% | -21.9% | -5.8% |
| 1Y | -6.6% | +8.4% | -15.0% | -10.5% |
| 3Y | -22.7% | +23.6% | -46.4% | -33.4% |
| 5Y | -22.2% | -46.5% | +24.2% | -23.7% |
| All | +3.8% | +31.2% | -27.4% | -34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling