+908.7%
WPM vs ESTC
+23.7%
+885.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.1% | +1.2% |
| 7D | +3.9% | -3.3% | +7.2% | +4.1% |
| 30D | +17.7% | +13.4% | +4.2% | +16.3% |
| 3M | +39.4% | +41.3% | -1.9% | +35.3% |
| 6M | +6.4% | +62.6% | -56.2% | +1.9% |
| YTD | +34.0% | +14.8% | +19.2% | +31.5% |
| 1Y | +50.5% | -5.1% | +55.6% | +49.7% |
| 3Y | +280.3% | +11.2% | +269.1% | +263.9% |
| 5Y | +266.3% | -47.0% | +313.3% | +259.5% |
| All | +908.7% | +23.7% | +885.0% | +841.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling