+131.8%
WMT vs ESTC
+13.6%
+118.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | -0.1% |
| 7D | +0.6% | -3.6% | +4.1% | +0.6% |
| 30D | +12.8% | -11.2% | +23.9% | +12.8% |
| 3M | +11.7% | +14.3% | -2.6% | +11.4% |
| 6M | -3.5% | +67.0% | -70.5% | -4.3% |
| YTD | +13.4% | +15.7% | -2.2% | +13.6% |
| 1Y | +23.6% | -6.3% | +29.9% | +24.9% |
| All | +131.8% | +13.6% | +118.2% | +130.6% |
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 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