+850.9%
WSM vs ESTC
+27.2%
+823.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.0% | -6.5% | -5.0% |
| 7D | -3.2% | +5.8% | -9.0% | -4.6% |
| 30D | +4.6% | -5.6% | +10.2% | +5.7% |
| 3M | +2.4% | +15.4% | -13.0% | -2.9% |
| 6M | +43.7% | +77.8% | -34.1% | +20.3% |
| YTD | +42.1% | +18.1% | +24.0% | +30.6% |
| 1Y | +32.3% | -3.7% | +35.9% | +27.7% |
| 3Y | +253.0% | +16.9% | +236.1% | +197.0% |
| 5Y | +161.3% | -51.2% | +212.5% | +159.6% |
| All | +850.9% | +27.2% | +823.7% | +480.8% |
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