-31.5%
WYNN vs ESTC
+1.6%
-33.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.9% | +6.9% | +6.1% |
| 7D | +15.4% | -15.9% | +31.3% | +17.0% |
| 30D | +6.8% | -5.5% | +12.3% | +7.0% |
| 3M | -15.4% | +26.2% | -41.6% | -17.7% |
| 6M | -20.0% | +77.0% | -97.0% | -25.0% |
| YTD | -31.0% | +18.9% | -49.9% | -33.5% |
| 1Y | -31.5% | +1.3% | -32.8% | -33.7% |
| All | -31.5% | +1.6% | -33.0% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling