+63.3%
WM vs ESTC
-51.6%
+114.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.1% | +7.3% | +1.3% |
| 7D | +4.5% | -18.5% | +23.0% | +5.0% |
| 30D | +16.1% | -11.0% | +27.1% | +16.3% |
| 3M | +8.0% | +20.8% | -12.7% | +7.3% |
| 6M | +8.4% | +67.9% | -59.5% | +6.5% |
| YTD | +11.2% | +11.6% | -0.4% | +10.5% |
| 1Y | +22.3% | -3.3% | +25.6% | +22.0% |
| 3Y | +50.2% | +16.4% | +33.8% | +46.4% |
| 5Y | +63.3% | -49.9% | +113.2% | +54.9% |
| All | +63.3% | -51.6% | +114.9% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling