+22.5%
ETR vs WAB
+47.7%
-25.2%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-10 to 2026-09-10.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | -0.2% | -5.9% | +5.7% | +1.2% |
| 3M | -3.7% | +9.4% | -13.1% | -5.8% |
| 6M | +2.1% | +13.8% | -11.8% | -0.9% |
| YTD | +16.5% | +31.8% | -15.3% | +8.7% |
| 1Y | +22.5% | +48.5% | -26.0% | +12.2% |
| All | +22.5% | +47.7% | -25.2% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 2025-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WAB 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…
2025-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling