+142.3%
WMB vs ESTC
+25.2%
+117.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.2% |
| 7D | +0.6% | -8.1% | +8.7% | +0.8% |
| 30D | +3.3% | +31.7% | -28.4% | +2.4% |
| 3M | +3.1% | +41.1% | -37.9% | +2.1% |
| 6M | -0.7% | +77.1% | -77.8% | -2.8% |
| YTD | +25.2% | +21.7% | +3.5% | +24.8% |
| 1Y | +32.9% | +8.4% | +24.5% | +33.2% |
| All | +142.3% | +25.2% | +117.1% | +143.9% |
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 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