+6.2%
WMT vs ESTC
-8.5%
+14.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | -0.3% |
| 7D | -2.5% | -13.2% | +10.7% | -3.4% |
| 30D | -6.4% | +9.3% | -15.8% | -5.3% |
| 3M | -12.1% | +37.3% | -49.5% | -9.0% |
| 6M | -15.0% | +61.0% | -76.0% | -9.8% |
| YTD | -4.5% | +10.7% | -15.2% | -2.6% |
| 1Y | +6.2% | -7.2% | +13.4% | +5.7% |
| All | +6.2% | -8.5% | +14.7% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling