+2,674.4%
ETR vs WWD
+15,408.5%
-12,734.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.7% |
| 7D | +1.4% | +1.3% | +0.1% | +1.2% |
| 30D | +1.0% | -7.2% | +8.1% | +2.2% |
| 3M | -1.3% | -3.8% | +2.6% | -0.9% |
| 6M | +1.9% | -9.9% | +11.8% | +3.0% |
| YTD | +18.2% | +14.8% | +3.3% | +14.4% |
| 1Y | +24.7% | +42.1% | -17.4% | +16.0% |
| 3Y | +150.7% | +170.8% | -20.1% | +106.1% |
| 5Y | +127.0% | +197.5% | -70.5% | +81.2% |
| 10Y | +295.5% | +477.8% | -182.4% | +173.9% |
| All | +2,674.4% | +15,408.5% | -12,734.2% | +1,240.5% |
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