+273.4%
WMB vs ESTC
+24.6%
+248.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.9% | +1.9% |
| 7D | -6.9% | -3.6% | -3.4% | -6.6% |
| 30D | -7.2% | -11.2% | +4.0% | -6.1% |
| 3M | -5.4% | +14.3% | -19.7% | -7.3% |
| 6M | -4.9% | +67.0% | -71.9% | -11.1% |
| YTD | +14.7% | +15.7% | -1.0% | +11.1% |
| 1Y | +14.7% | -6.3% | +21.0% | +13.7% |
| 3Y | +116.4% | +14.5% | +101.9% | +100.1% |
| 5Y | +198.5% | -49.9% | +248.4% | +203.5% |
| All | +273.4% | +24.6% | +248.7% | +156.2% |
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