+12.0%
WSM vs ESTC
-8.5%
+20.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -1.5% |
| 7D | +0.4% | -13.2% | +13.6% | +1.0% |
| 30D | -10.7% | +9.3% | -20.1% | -11.2% |
| 3M | +8.5% | +37.3% | -28.9% | +6.5% |
| 6M | +19.6% | +61.0% | -41.4% | +15.7% |
| YTD | +26.6% | +10.7% | +15.9% | +23.0% |
| 1Y | +12.0% | -7.2% | +19.1% | +10.1% |
| All | +12.0% | -8.5% | +20.5% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling