+231.3%
WSM vs ESTC
+6.9%
+224.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.5% | -9.2% | +8.6% | +0.9% |
| 30D | -7.7% | +8.1% | -15.8% | -9.4% |
| 3M | +3.8% | +38.5% | -34.7% | -2.2% |
| 6M | +22.7% | +57.8% | -35.1% | +12.2% |
| YTD | +28.0% | +10.5% | +17.5% | +23.8% |
| 1Y | +12.7% | -6.4% | +19.1% | +11.7% |
| 3Y | +231.3% | +4.7% | +226.6% | +217.4% |
| All | +231.3% | +6.9% | +224.4% | +217.4% |
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