+4,368.6%
ETR vs GWW
+14,103.4%
-9,734.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.8% | +1.8% |
| 7D | +1.4% | -1.5% | +2.9% | +1.7% |
| 30D | +1.9% | +1.1% | +0.8% | +1.6% |
| 3M | +1.0% | -1.0% | +2.0% | +1.0% |
| 6M | +4.8% | +16.3% | -11.5% | +1.1% |
| YTD | +19.5% | +28.5% | -9.0% | +12.6% |
| 1Y | +28.1% | +30.3% | -2.2% | +20.2% |
| 3Y | +151.1% | +91.6% | +59.5% | +114.3% |
| 5Y | +125.2% | +224.0% | -98.8% | +70.0% |
| 10Y | +291.1% | +551.3% | -260.2% | +148.3% |
| All | +4,368.6% | +14,103.4% | -9,734.8% | +1,569.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling