+777.1%
WPM vs ESTC
+23.0%
+754.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.7% |
| 7D | +16.9% | -11.5% | +28.4% | +17.9% |
| 30D | +2.0% | -7.5% | +9.5% | +2.5% |
| 3M | +8.9% | +23.1% | -14.1% | +6.9% |
| 6M | +1.6% | +75.3% | -73.7% | -3.2% |
| YTD | +16.5% | +14.1% | +2.4% | +14.3% |
| 1Y | +42.2% | -0.6% | +42.8% | +40.9% |
| 3Y | +213.3% | +20.8% | +192.5% | +197.6% |
| 5Y | +249.9% | -48.8% | +298.7% | +244.0% |
| All | +777.1% | +23.0% | +754.1% | +718.1% |
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 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