+147.8%
ETR vs WWD
+167.9%
-20.1%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | +0.4% | +0.6% | -0.2% | +0.3% |
| 30D | +2.0% | -5.1% | +7.1% | +2.7% |
| 3M | -1.7% | -11.2% | +9.6% | -0.4% |
| 6M | +3.6% | -12.0% | +15.6% | +4.8% |
| YTD | +18.0% | +12.0% | +6.1% | +15.3% |
| 1Y | +26.2% | +42.8% | -16.6% | +18.7% |
| All | +147.8% | +167.9% | -20.1% | +98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling