+125.2%
ETR vs WAT
-4.5%
+129.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.3% |
| 7D | +1.4% | -0.7% | +2.1% | +1.5% |
| 30D | +1.9% | -1.0% | +2.8% | +1.9% |
| 3M | +1.0% | +10.9% | -9.9% | 0.0% |
| 6M | +4.8% | +33.2% | -28.3% | +1.8% |
| YTD | +19.5% | +6.1% | +13.5% | +18.6% |
| 1Y | +28.1% | +30.2% | -2.1% | +24.0% |
| 3Y | +151.1% | +52.9% | +98.3% | +131.2% |
| 5Y | +125.2% | -5.1% | +130.3% | +100.8% |
| All | +125.2% | -4.5% | +129.6% | +100.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling