+287.0%
WMT vs ESTC
+19.1%
+267.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.3% |
| 7D | 0.0% | -9.2% | +9.2% | +0.4% |
| 30D | -7.4% | +8.1% | -15.5% | -7.8% |
| 3M | -10.9% | +38.5% | -49.3% | -12.3% |
| 6M | -12.7% | +57.8% | -70.5% | -14.7% |
| YTD | -3.2% | +10.5% | -13.7% | -4.0% |
| 1Y | +5.3% | -6.4% | +11.6% | +5.1% |
| 3Y | +101.9% | +4.7% | +97.2% | +97.0% |
| 5Y | +134.6% | -47.8% | +182.3% | +133.6% |
| All | +287.0% | +19.1% | +267.9% | +238.9% |
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 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