-6.9%
WY vs ESTC
+24.7%
-31.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -5.1% | -2.6% | -2.4% | -4.7% |
| 30D | +9.0% | -8.6% | +17.6% | +10.2% |
| 3M | -16.7% | +14.4% | -31.1% | -19.5% |
| 6M | -10.3% | +73.3% | -83.6% | -20.0% |
| YTD | -10.5% | +15.7% | -26.2% | -15.3% |
| 1Y | -5.9% | -7.6% | +1.7% | -7.4% |
| 3Y | -24.7% | +14.6% | -39.3% | -34.2% |
| 5Y | -31.5% | -50.0% | +18.5% | -32.0% |
| All | -6.9% | +24.7% | -31.6% | -40.9% |
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 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