+200.2%
WM vs ESTC
+23.0%
+177.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.2% |
| 7D | +1.2% | -11.5% | +12.7% | +1.8% |
| 30D | +13.1% | -7.5% | +20.6% | +13.4% |
| 3M | +3.6% | +23.1% | -19.4% | +2.3% |
| 6M | +8.1% | +75.3% | -67.2% | +4.6% |
| YTD | +8.9% | +14.1% | -5.2% | +7.5% |
| 1Y | +20.3% | -0.6% | +20.9% | +19.5% |
| 3Y | +46.2% | +20.8% | +25.4% | +40.3% |
| 5Y | +59.9% | -48.8% | +108.6% | +59.2% |
| All | +200.2% | +23.0% | +177.3% | +150.6% |
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