+173.8%
ET vs WSM
+1,071.8%
-898.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | +0.2% | -0.5% | +0.8% | +0.3% |
| 30D | +2.9% | -7.7% | +10.6% | +4.6% |
| 3M | +16.8% | +3.8% | +13.0% | +15.5% |
| 6M | +18.9% | +22.7% | -3.8% | +12.6% |
| YTD | +37.7% | +28.0% | +9.7% | +28.6% |
| 1Y | +32.4% | +12.7% | +19.7% | +26.9% |
| 3Y | +99.5% | +231.3% | -131.8% | +38.5% |
| 5Y | +244.0% | +177.2% | +66.8% | +138.8% |
| All | +173.8% | +1,071.8% | -898.0% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling