+209.9%
WM vs ESTC
+25.9%
+183.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | +3.2% | +2.4% | +0.8% | +3.1% |
| 30D | +13.0% | -4.2% | +17.3% | +13.1% |
| 3M | +9.2% | +2.5% | +6.8% | +8.8% |
| 6M | +13.6% | +81.5% | -67.8% | +9.8% |
| YTD | +12.4% | +16.8% | -4.5% | +10.8% |
| 1Y | +21.2% | -3.5% | +24.7% | +20.6% |
| 3Y | +48.7% | +17.7% | +31.0% | +43.0% |
| 5Y | +61.9% | -51.7% | +113.6% | +62.2% |
| All | +209.9% | +25.9% | +183.9% | +158.3% |
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