-18.7%
WYNN vs ESTC
+23.7%
-42.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.6% |
| 7D | -1.4% | -3.3% | +1.9% | -0.7% |
| 30D | -11.8% | +13.4% | -25.2% | -15.4% |
| 3M | -15.8% | +41.3% | -57.1% | -24.1% |
| 6M | -10.7% | +62.6% | -73.3% | -23.3% |
| YTD | -24.5% | +14.8% | -39.2% | -29.4% |
| 1Y | -25.0% | -5.1% | -20.0% | -26.9% |
| 3Y | -1.8% | +11.2% | -12.9% | -16.7% |
| 5Y | -10.0% | -47.0% | +36.9% | -12.8% |
| All | -18.7% | +23.7% | -42.4% | -55.9% |
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