+296.9%
ETR vs WWD
+498.9%
-202.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | +0.4% | +0.6% | -0.2% | +0.2% |
| 30D | +2.0% | -5.1% | +7.1% | +3.2% |
| 3M | -1.7% | -11.2% | +9.6% | +0.7% |
| 6M | +3.6% | -12.0% | +15.6% | +5.8% |
| YTD | +18.0% | +12.0% | +6.1% | +13.0% |
| 1Y | +26.2% | +42.8% | -16.6% | +12.9% |
| 3Y | +148.0% | +168.9% | -20.9% | +82.7% |
| 5Y | +126.1% | +192.2% | -66.2% | +58.6% |
| All | +296.9% | +498.9% | -202.0% | +134.6% |
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