+276.3%
WPM vs ESTC
+11.7%
+264.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.3% |
| 7D | +7.0% | -4.3% | +11.3% | +7.2% |
| 30D | +15.7% | +17.7% | -2.0% | +14.6% |
| 3M | +35.2% | +42.3% | -7.1% | +32.5% |
| 6M | +6.1% | +64.6% | -58.5% | +3.3% |
| YTD | +32.6% | +17.2% | +15.4% | +31.4% |
| 1Y | +46.9% | -4.2% | +51.1% | +47.0% |
| 3Y | +276.3% | +13.5% | +262.8% | +271.9% |
| All | +276.3% | +11.7% | +264.6% | +271.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling