+779.1%
WPM vs ESTC
+24.6%
+754.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.3% | -1.8% | -4.8% |
| 7D | +16.4% | -3.6% | +19.9% | +16.7% |
| 30D | -1.5% | -11.2% | +9.7% | -0.6% |
| 3M | +2.6% | +14.3% | -11.8% | +1.2% |
| 6M | -1.3% | +67.0% | -68.3% | -5.6% |
| YTD | +16.8% | +15.7% | +1.1% | +14.5% |
| 1Y | +34.1% | -6.3% | +40.4% | +33.6% |
| 3Y | +225.1% | +14.5% | +210.6% | +210.6% |
| 5Y | +234.5% | -49.9% | +284.4% | +229.5% |
| All | +779.1% | +24.6% | +754.5% | +719.3% |
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