+362.6%
WMT vs ESTC
+25.9%
+336.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.5% |
| 7D | +2.0% | +2.4% | -0.4% | +1.9% |
| 30D | +10.3% | -4.2% | +14.5% | +10.4% |
| 3M | +11.0% | +2.5% | +8.5% | +10.6% |
| 6M | -2.3% | +81.5% | -83.8% | -5.2% |
| YTD | +15.7% | +16.8% | -1.1% | +14.3% |
| 1Y | +26.0% | -3.5% | +29.4% | +25.6% |
| 3Y | +136.5% | +17.7% | +118.8% | +129.4% |
| 5Y | +176.8% | -51.7% | +228.6% | +177.5% |
| All | +362.6% | +25.9% | +336.7% | +303.6% |
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