+372.7%
ETR vs WAT
+222.4%
+150.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +1.2% | +0.6% | +0.6% | +1.0% |
| 30D | +7.0% | +5.4% | +1.6% | +5.9% |
| 3M | +4.6% | +11.3% | -6.7% | +2.4% |
| 6M | +0.1% | +37.4% | -37.3% | -5.9% |
| YTD | +23.2% | +21.2% | +2.0% | +17.6% |
| 1Y | +20.6% | +21.3% | -0.8% | +15.0% |
| 3Y | +156.3% | +83.4% | +72.9% | +112.7% |
| 5Y | +159.6% | +29.0% | +130.7% | +132.6% |
| All | +372.7% | +222.4% | +150.3% | +223.2% |
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