+176.8%
WSM vs ESTC
-45.2%
+222.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +1.1% |
| 7D | +2.6% | -4.3% | +6.9% | +3.5% |
| 30D | -9.5% | +17.7% | -27.2% | -13.9% |
| 3M | +12.9% | +42.3% | -29.4% | +2.0% |
| 6M | +23.0% | +64.6% | -41.5% | +5.9% |
| YTD | +28.9% | +17.2% | +11.7% | +20.1% |
| 1Y | +13.7% | -4.2% | +17.9% | +10.7% |
| 3Y | +232.6% | +13.5% | +219.1% | +182.6% |
| All | +176.8% | -45.2% | +222.0% | +162.7% |
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