+2,694.2%
ETR vs WAT
+12,225.3%
-9,531.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.2% |
| 7D | +1.5% | +2.0% | -0.5% | +1.3% |
| 30D | +6.6% | +7.7% | -1.1% | +5.7% |
| 3M | +4.4% | +11.1% | -6.6% | +3.1% |
| 6M | -0.3% | +31.2% | -31.5% | -3.5% |
| YTD | +23.3% | +21.7% | +1.6% | +19.8% |
| 1Y | +18.9% | +19.3% | -0.5% | +15.7% |
| 3Y | +155.5% | +80.6% | +74.9% | +133.4% |
| 5Y | +159.9% | +29.5% | +130.4% | +144.8% |
| 10Y | +377.6% | +225.3% | +152.3% | +304.0% |
| All | +2,694.2% | +12,225.3% | -9,531.2% | +2,090.3% |
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 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