+4,368.6%
ETR vs WSM
+34,818.5%
-30,449.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +1.4% | +2.6% | -1.2% | +1.2% |
| 30D | +1.9% | -9.5% | +11.4% | +2.7% |
| 3M | +1.0% | +12.9% | -11.9% | -0.1% |
| 6M | +4.8% | +23.0% | -18.2% | +2.9% |
| YTD | +19.5% | +28.9% | -9.4% | +16.8% |
| 1Y | +28.1% | +13.7% | +14.4% | +26.3% |
| 3Y | +151.1% | +232.6% | -81.5% | +123.2% |
| 5Y | +125.2% | +185.9% | -60.7% | +99.3% |
| 10Y | +291.1% | +998.6% | -707.5% | +202.0% |
| All | +4,368.6% | +34,818.5% | -30,449.9% | +2,555.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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