+238.2%
ET vs WWD
+192.1%
+46.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.1% | +0.4% |
| 7D | +0.4% | +0.8% | -0.4% | +0.2% |
| 30D | +6.9% | -6.4% | +13.3% | +8.2% |
| 3M | +13.1% | -5.6% | +18.7% | +13.5% |
| 6M | +18.7% | -9.1% | +27.8% | +19.3% |
| YTD | +37.4% | +12.5% | +24.9% | +29.9% |
| 1Y | +34.8% | +41.3% | -6.5% | +18.5% |
| 3Y | +96.8% | +170.2% | -73.4% | +38.3% |
| 5Y | +238.2% | +192.5% | +45.7% | +119.3% |
| All | +238.2% | +192.1% | +46.1% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 5y: compounded portfolio wealth divided by compounded WWD 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…
5y analysis · Full analysis span regression · 6 months rolling