+761.1%
WSM vs ESTC
+31.2%
+729.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.5% | +6.6% | +3.2% |
| 7D | -3.3% | -8.1% | +4.8% | -1.3% |
| 30D | -8.4% | +31.7% | -40.1% | -15.6% |
| 3M | +9.7% | +41.1% | -31.4% | -1.1% |
| 6M | +16.7% | +77.1% | -60.4% | -2.1% |
| YTD | +28.7% | +21.7% | +7.0% | +18.1% |
| 1Y | +13.7% | +8.4% | +5.3% | +6.4% |
| 3Y | +230.1% | +23.6% | +206.5% | +173.8% |
| 5Y | +179.0% | -46.5% | +225.4% | +170.9% |
| All | +761.1% | +31.2% | +729.9% | +425.3% |
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