+2,577.3%
ETR vs WAT
+10,816.8%
-8,239.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | +1.4% | -1.3% | +2.7% | +1.6% |
| 30D | +1.0% | +2.3% | -1.4% | +0.7% |
| 3M | -1.3% | +8.7% | -10.0% | -2.3% |
| 6M | +1.9% | +28.3% | -26.4% | -1.3% |
| YTD | +18.2% | +7.8% | +10.4% | +16.4% |
| 1Y | +24.7% | +36.6% | -11.9% | +19.4% |
| 3Y | +150.7% | +45.7% | +105.0% | +134.7% |
| 5Y | +127.0% | -3.3% | +130.3% | +121.0% |
| 10Y | +295.5% | +162.1% | +133.4% | +242.1% |
| All | +2,577.3% | +10,816.8% | -8,239.5% | +2,028.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling