+177.1%
WM vs ESTC
+31.2%
+145.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -1.0% |
| 7D | -0.3% | -8.1% | +7.8% | +0.1% |
| 30D | -2.4% | +31.7% | -34.1% | -3.8% |
| 3M | +0.4% | +41.1% | -40.6% | -1.5% |
| 6M | -9.5% | +77.1% | -86.6% | -12.4% |
| YTD | +0.5% | +21.7% | -21.2% | -1.0% |
| 1Y | -1.1% | +8.4% | -9.5% | -2.1% |
| 3Y | +46.0% | +23.6% | +22.4% | +40.0% |
| 5Y | +51.8% | -46.5% | +98.3% | +51.0% |
| All | +177.1% | +31.2% | +145.9% | +130.8% |
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