+3,020.9%
ETR vs WAB
+4,092.2%
-1,071.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +1.4% | -3.2% | +4.6% | +1.9% |
| 30D | +1.0% | -4.4% | +5.4% | +1.7% |
| 3M | -1.3% | +7.9% | -9.1% | -2.6% |
| 6M | +1.9% | +8.7% | -6.8% | +0.3% |
| YTD | +18.2% | +33.0% | -14.8% | +12.6% |
| 1Y | +24.7% | +46.7% | -22.0% | +16.9% |
| 3Y | +150.7% | +153.0% | -2.3% | +114.4% |
| 5Y | +127.0% | +222.3% | -95.2% | +85.8% |
| 10Y | +295.5% | +291.0% | +4.5% | +202.2% |
| All | +3,020.9% | +4,092.2% | -1,071.3% | +1,677.1% |
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