-5.1%
WYNN vs ESTC
+6.9%
-12.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -4.2% | -9.2% | +5.0% | -3.0% |
| 30D | -14.6% | +8.1% | -22.7% | -15.9% |
| 3M | -18.4% | +38.5% | -56.9% | -22.5% |
| 6M | -11.9% | +57.8% | -69.7% | -18.3% |
| YTD | -26.6% | +10.5% | -37.1% | -28.6% |
| 1Y | -28.5% | -6.4% | -22.2% | -29.0% |
| 3Y | -5.1% | +4.7% | -9.8% | -6.4% |
| All | -5.1% | +6.9% | -12.0% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling