+163.2%
WSM vs ESTC
-52.1%
+215.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | 0.0% | +2.4% | -2.4% | -0.6% |
| 30D | +5.1% | -4.2% | +9.3% | +5.7% |
| 3M | +5.1% | +2.5% | +2.6% | +3.1% |
| 6M | +48.6% | +81.5% | -32.9% | +24.6% |
| YTD | +44.2% | +16.8% | +27.3% | +33.6% |
| 1Y | +38.1% | -3.5% | +41.5% | +33.8% |
| 3Y | +257.2% | +17.7% | +239.5% | +198.5% |
| All | +163.2% | -52.1% | +215.3% | +148.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling