+1,332.0%
ET vs WWD
+2,405.2%
-1,073.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +2.5% | +4.0% | -1.4% | +1.3% |
| 30D | -2.5% | +0.4% | -2.9% | -2.9% |
| 3M | -4.9% | -7.9% | +3.1% | -3.0% |
| 6M | -0.1% | -10.6% | +10.6% | +1.8% |
| YTD | +26.2% | +9.4% | +16.8% | +19.1% |
| 1Y | +25.2% | +25.7% | -0.6% | +12.4% |
| 3Y | +84.2% | +148.5% | -64.4% | +30.2% |
| 5Y | +216.1% | +189.5% | +26.6% | +108.3% |
| 10Y | +160.7% | +451.8% | -291.1% | +37.4% |
| All | +1,332.0% | +2,405.2% | -1,073.2% | +442.0% |
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