+3,157.1%
ETR vs WAB
+4,353.8%
-1,196.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +1.5% | +7.9% | -6.4% | +0.3% |
| 30D | +6.6% | +4.9% | +1.7% | +5.7% |
| 3M | +4.4% | +1.8% | +2.6% | +4.0% |
| 6M | -0.3% | +12.0% | -12.2% | -2.3% |
| YTD | +23.3% | +41.3% | -18.0% | +16.3% |
| 1Y | +18.9% | +43.8% | -25.0% | +11.7% |
| 3Y | +155.5% | +171.1% | -15.6% | +116.0% |
| 5Y | +159.9% | +217.7% | -57.8% | +113.0% |
| 10Y | +377.6% | +272.3% | +105.3% | +266.5% |
| All | +3,157.1% | +4,353.8% | -1,196.7% | +1,734.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling