+2,795.4%
ETR vs WWD
+14,767.1%
-11,971.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.3% |
| 7D | +1.5% | +8.2% | -6.7% | +0.1% |
| 30D | +6.6% | -0.2% | +6.8% | +6.5% |
| 3M | +4.4% | -8.4% | +12.8% | +5.7% |
| 6M | -0.3% | -9.5% | +9.2% | +0.9% |
| YTD | +23.3% | +10.1% | +13.2% | +20.0% |
| 1Y | +18.9% | +21.6% | -2.7% | +13.4% |
| 3Y | +155.5% | +149.6% | +5.9% | +112.5% |
| 5Y | +159.9% | +191.3% | -31.4% | +107.8% |
| 10Y | +377.6% | +455.2% | -77.6% | +232.5% |
| All | +2,795.4% | +14,767.1% | -11,971.7% | +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