+19.2%
ETR vs WAT
+32.9%
-13.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.1% | +2.8% |
| 7D | +3.7% | -1.9% | +5.7% | +3.7% |
| 30D | +11.0% | +6.2% | +4.7% | +11.1% |
| 3M | +3.4% | +18.1% | -14.7% | +3.8% |
| 6M | -3.3% | +54.9% | -58.2% | -2.2% |
| YTD | +23.3% | +23.1% | +0.1% | +23.9% |
| 1Y | +19.2% | +27.3% | -8.1% | +19.1% |
| All | +19.2% | +32.9% | -13.8% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling