+126.1%
ETR vs WAB
+224.0%
-97.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.9% |
| 7D | +0.4% | +0.2% | +0.2% | +0.3% |
| 30D | +2.0% | -4.6% | +6.6% | +3.2% |
| 3M | -1.7% | +5.6% | -7.3% | -3.3% |
| 6M | +3.6% | +13.8% | -10.2% | -0.2% |
| YTD | +18.0% | +31.9% | -13.8% | +9.4% |
| 1Y | +26.2% | +48.3% | -22.0% | +13.4% |
| 3Y | +148.0% | +167.1% | -19.1% | +85.0% |
| 5Y | +126.1% | +222.9% | -96.8% | +58.7% |
| All | +126.1% | +224.0% | -97.9% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling