+201.7%
WM vs ESTC
+24.6%
+177.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.7% | +0.5% |
| 7D | +1.2% | -3.6% | +4.7% | +1.3% |
| 30D | +13.7% | -11.2% | +24.8% | +14.2% |
| 3M | +5.2% | +14.3% | -9.1% | +4.2% |
| 6M | +11.2% | +67.0% | -55.8% | +7.9% |
| YTD | +9.4% | +15.7% | -6.2% | +7.9% |
| 1Y | +20.4% | -6.3% | +26.6% | +19.9% |
| 3Y | +44.7% | +14.5% | +30.2% | +39.4% |
| 5Y | +58.5% | -49.9% | +108.4% | +58.2% |
| All | +201.7% | +24.6% | +177.0% | +151.6% |
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