+1,459.4%
ET vs WSM
+1,761.8%
-302.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | +0.4% | +2.6% | -2.2% | -0.1% |
| 30D | +6.9% | -9.5% | +16.4% | +9.1% |
| 3M | +13.1% | +12.9% | +0.2% | +9.6% |
| 6M | +18.7% | +23.0% | -4.3% | +12.4% |
| YTD | +37.4% | +28.9% | +8.5% | +28.3% |
| 1Y | +34.8% | +13.7% | +21.2% | +29.0% |
| 3Y | +96.8% | +232.6% | -135.8% | +39.8% |
| 5Y | +238.2% | +185.9% | +52.4% | +138.4% |
| 10Y | +159.4% | +998.6% | -839.2% | +21.0% |
| All | +1,459.4% | +1,761.8% | -302.4% | +373.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling