+897.2%
WPM vs ESTC
+31.2%
+866.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -0.7% |
| 7D | +1.1% | -8.1% | +9.2% | +1.7% |
| 30D | +26.4% | +31.7% | -5.3% | +23.5% |
| 3M | +20.8% | +41.1% | -20.2% | +17.3% |
| 6M | +1.1% | +77.1% | -76.0% | -3.8% |
| YTD | +32.5% | +21.7% | +10.8% | +29.5% |
| 1Y | +51.5% | +8.4% | +43.1% | +49.2% |
| 3Y | +267.0% | +23.6% | +243.4% | +248.2% |
| 5Y | +250.1% | -46.5% | +296.6% | +243.1% |
| All | +897.2% | +31.2% | +866.1% | +826.5% |
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