+151.1%
ETR vs WAT
+49.0%
+102.1%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.2% |
| 7D | +1.4% | -0.7% | +2.1% | +1.4% |
| 30D | +1.9% | -1.0% | +2.8% | +1.9% |
| 3M | +1.0% | +10.9% | -9.9% | +0.6% |
| 6M | +4.8% | +33.2% | -28.3% | +3.7% |
| YTD | +19.5% | +6.1% | +13.5% | +19.3% |
| 1Y | +28.1% | +30.2% | -2.1% | +26.4% |
| 3Y | +151.1% | +52.9% | +98.3% | +143.7% |
| All | +151.1% | +49.0% | +102.1% | +143.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling