+156.3%
ETR vs GWW
+93.2%
+63.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +1.2% | +3.6% | -2.4% | +0.6% |
| 30D | +7.0% | +12.1% | -5.1% | +5.1% |
| 3M | +4.6% | +12.9% | -8.3% | +2.6% |
| 6M | +0.1% | +19.3% | -19.2% | -2.7% |
| YTD | +23.2% | +48.7% | -25.5% | +15.0% |
| 1Y | +20.6% | +60.5% | -39.9% | +11.0% |
| 3Y | +156.3% | +93.3% | +63.0% | +135.8% |
| All | +156.3% | +93.2% | +63.0% | +135.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 3y: compounded portfolio wealth divided by compounded GWW 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…
3y analysis · Full analysis span regression · 6 months rolling