-67.0%
ETSY vs WAB
+220.1%
-287.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | -12.7% | -0.2% | -12.5% | -12.7% |
| 30D | -9.9% | -5.9% | -4.1% | -6.9% |
| 3M | +4.2% | +9.4% | -5.2% | -2.7% |
| 6M | +34.2% | +13.8% | +20.3% | +20.6% |
| YTD | +29.1% | +31.8% | -2.6% | +4.5% |
| 1Y | +23.8% | +48.5% | -24.7% | -8.6% |
| 3Y | +6.6% | +167.0% | -160.3% | -55.8% |
| 5Y | -67.0% | +222.3% | -289.3% | -88.1% |
| All | -67.0% | +220.1% | -287.1% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 5y: compounded portfolio wealth divided by compounded WAB 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…
5y analysis · Full analysis span regression · 6 months rolling