+373.4%
ETR vs WAT
+229.9%
+143.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.4% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | +7.7% | +9.0% | -1.3% | +6.0% |
| 3M | +5.7% | +13.5% | -7.8% | +3.1% |
| 6M | -0.3% | +35.3% | -35.6% | -6.1% |
| YTD | +23.4% | +24.0% | -0.6% | +17.3% |
| 1Y | +18.5% | +22.0% | -3.5% | +13.0% |
| 3Y | +155.6% | +84.0% | +71.6% | +112.4% |
| 5Y | +158.7% | +34.4% | +124.3% | +129.4% |
| All | +373.4% | +229.9% | +143.5% | +222.3% |
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