+1,334.3%
ET vs WWD
+2,437.6%
-1,103.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | -1.9% | +0.4% | -2.3% | -2.1% |
| 30D | -3.1% | -0.4% | -2.7% | -3.3% |
| 3M | -3.9% | -6.1% | +2.2% | -2.6% |
| 6M | +4.0% | -9.5% | +13.5% | +5.6% |
| YTD | +26.4% | +10.8% | +15.6% | +18.8% |
| 1Y | +24.9% | +23.5% | +1.4% | +12.8% |
| 3Y | +85.2% | +151.3% | -66.1% | +30.5% |
| 5Y | +218.3% | +187.8% | +30.5% | +110.3% |
| 10Y | +172.0% | +461.1% | -289.2% | +42.6% |
| All | +1,334.3% | +2,437.6% | -1,103.4% | +440.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling