+254.7%
WMB vs ESTC
+23.0%
+231.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.5% |
| 7D | -13.8% | -11.5% | -2.3% | -12.7% |
| 30D | -10.3% | -7.5% | -2.8% | -9.7% |
| 3M | -10.1% | +23.1% | -33.1% | -12.6% |
| 6M | -11.8% | +75.3% | -87.1% | -18.1% |
| YTD | +8.9% | +14.1% | -5.2% | +5.7% |
| 1Y | +14.0% | -0.6% | +14.5% | +12.1% |
| 3Y | +100.5% | +20.8% | +79.7% | +83.8% |
| 5Y | +179.5% | -48.8% | +228.3% | +182.1% |
| All | +254.7% | +23.0% | +231.7% | +143.7% |
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