+99.4%
WMT vs ESTC
+11.0%
+88.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.2% |
| 7D | -0.2% | -3.3% | +3.1% | -0.2% |
| 30D | -5.8% | +13.4% | -19.3% | -6.0% |
| 3M | -10.8% | +41.3% | -52.1% | -11.1% |
| 6M | -14.3% | +62.6% | -76.9% | -14.8% |
| YTD | -4.4% | +14.8% | -19.2% | -4.1% |
| 1Y | +4.3% | -5.1% | +9.4% | +5.3% |
| All | +99.4% | +11.0% | +88.4% | +99.8% |
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