+353.9%
WMT vs ESTC
+24.7%
+329.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.7% | -2.6% | -0.1% | -2.6% |
| 30D | +11.1% | -8.6% | +19.7% | +11.4% |
| 3M | +11.2% | +14.4% | -3.1% | +10.3% |
| 6M | -1.3% | +73.3% | -74.6% | -4.0% |
| YTD | +13.5% | +15.7% | -2.2% | +12.2% |
| 1Y | +22.5% | -7.6% | +30.1% | +22.4% |
| 3Y | +134.1% | +14.6% | +119.5% | +127.4% |
| 5Y | +170.3% | -50.0% | +220.3% | +170.2% |
| All | +353.9% | +24.7% | +329.2% | +296.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling