+290.1%
ETR vs WAT
+170.9%
+119.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -0.7% |
| 7D | -1.8% | -0.3% | -1.6% | -1.8% |
| 30D | -1.8% | -1.9% | +0.1% | -1.5% |
| 3M | -3.6% | +13.5% | -17.1% | -5.9% |
| 6M | +2.6% | +37.2% | -34.6% | -4.1% |
| YTD | +16.0% | +7.5% | +8.5% | +13.4% |
| 1Y | +20.1% | +35.0% | -14.9% | +11.6% |
| 3Y | +143.6% | +55.1% | +88.5% | +109.4% |
| 5Y | +124.4% | -2.8% | +127.2% | +116.4% |
| All | +290.1% | +170.9% | +119.1% | +171.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling