+373.3%
ETR vs WWD
+442.7%
-69.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.4% |
| 7D | +1.5% | +8.2% | -6.7% | -0.4% |
| 30D | +6.6% | -0.2% | +6.8% | +6.4% |
| 3M | +4.4% | -8.4% | +12.8% | +6.2% |
| 6M | -0.3% | -9.5% | +9.2% | +1.3% |
| YTD | +23.3% | +10.1% | +13.2% | +18.1% |
| 1Y | +18.9% | +21.6% | -2.7% | +10.6% |
| 3Y | +155.5% | +149.6% | +5.9% | +91.2% |
| 5Y | +159.9% | +191.3% | -31.4% | +81.5% |
| All | +373.3% | +442.7% | -69.4% | +180.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling