+130.8%
WMT vs ESTC
-46.4%
+177.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.1% |
| 7D | -0.2% | -3.3% | +3.1% | -0.1% |
| 30D | -5.8% | +13.4% | -19.3% | -6.3% |
| 3M | -10.8% | +41.3% | -52.1% | -11.8% |
| 6M | -14.3% | +62.6% | -76.9% | -15.8% |
| YTD | -4.4% | +14.8% | -19.2% | -4.9% |
| 1Y | +4.3% | -5.1% | +9.4% | +4.5% |
| 3Y | +100.1% | +11.2% | +88.9% | +96.4% |
| 5Y | +130.8% | -47.0% | +177.8% | +126.1% |
| All | +130.8% | -46.4% | +177.2% | +126.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling