+287.0%
WMT vs ESTC
+31.2%
+255.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -1.0% |
| 7D | +3.9% | -8.1% | +12.0% | +4.3% |
| 30D | -4.4% | +31.7% | -36.1% | -5.6% |
| 3M | -8.8% | +41.1% | -49.8% | -10.3% |
| 6M | -15.6% | +77.1% | -92.7% | -18.0% |
| YTD | -3.2% | +21.7% | -24.9% | -4.4% |
| 1Y | +7.0% | +8.4% | -1.3% | +6.1% |
| 3Y | +105.3% | +23.6% | +81.7% | +98.7% |
| 5Y | +129.3% | -46.5% | +175.7% | +128.5% |
| All | +287.0% | +31.2% | +255.8% | +237.5% |
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