+1,332.0%
ET vs WSM
+1,982.3%
-650.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.4% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | -2.5% | +5.1% | -7.5% | -3.8% |
| 3M | -4.9% | +5.1% | -10.0% | -6.3% |
| 6M | -0.1% | +48.6% | -48.7% | -9.3% |
| YTD | +26.2% | +44.2% | -18.0% | +14.6% |
| 1Y | +25.2% | +38.1% | -12.9% | +14.5% |
| 3Y | +84.2% | +257.2% | -173.0% | +28.8% |
| 5Y | +216.1% | +165.1% | +51.0% | +127.5% |
| 10Y | +160.7% | +1,123.6% | -962.9% | +18.3% |
| All | +1,332.0% | +1,982.3% | -650.3% | +322.3% |
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