+100.5%
WMB vs ESTC
+18.0%
+82.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.3% |
| 7D | -13.8% | -11.5% | -2.3% | -13.5% |
| 30D | -10.3% | -7.5% | -2.8% | -10.1% |
| 3M | -10.1% | +23.1% | -33.1% | -10.7% |
| 6M | -11.8% | +75.3% | -87.1% | -13.9% |
| YTD | +8.9% | +14.1% | -5.2% | +8.7% |
| 1Y | +14.0% | -0.6% | +14.5% | +14.7% |
| 3Y | +100.5% | +20.8% | +79.7% | +97.8% |
| All | +100.5% | +18.0% | +82.5% | +97.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling