-21.0%
WYNN vs ESTC
+19.1%
-40.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -4.2% | -9.2% | +5.0% | -1.9% |
| 30D | -14.6% | +8.1% | -22.7% | -17.1% |
| 3M | -18.4% | +38.5% | -56.9% | -26.0% |
| 6M | -11.9% | +57.8% | -69.7% | -23.7% |
| YTD | -26.6% | +10.5% | -37.1% | -30.8% |
| 1Y | -28.5% | -6.4% | -22.2% | -30.1% |
| 3Y | -5.1% | +4.7% | -9.8% | -18.2% |
| 5Y | -10.5% | -47.8% | +37.3% | -13.1% |
| All | -21.0% | +19.1% | -40.1% | -56.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling