+2,792.3%
ETR vs WWD
+14,675.7%
-11,883.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +1.2% | +4.0% | -2.8% | +0.5% |
| 30D | +7.0% | +0.4% | +6.6% | +6.7% |
| 3M | +4.6% | -7.9% | +12.5% | +5.8% |
| 6M | +0.1% | -10.6% | +10.8% | +1.5% |
| YTD | +23.2% | +9.4% | +13.8% | +20.0% |
| 1Y | +20.6% | +25.7% | -5.2% | +14.4% |
| 3Y | +156.3% | +148.5% | +7.7% | +113.3% |
| 5Y | +159.6% | +189.5% | -29.9% | +107.8% |
| 10Y | +377.1% | +451.8% | -74.7% | +232.5% |
| All | +2,792.3% | +14,675.7% | -11,883.4% | +1,305.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling