+142.7%
ETSY vs WAB
+215.2%
-72.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.6% | -5.4% | -5.0% |
| 7D | -10.9% | +1.7% | -12.6% | -11.5% |
| 30D | -14.9% | -2.4% | -12.5% | -14.2% |
| 3M | +5.8% | +9.7% | -3.9% | +1.3% |
| 6M | +29.1% | +16.5% | +12.6% | +20.0% |
| YTD | +31.3% | +33.7% | -2.4% | +15.2% |
| 1Y | +25.1% | +49.7% | -24.6% | +4.5% |
| 3Y | +8.5% | +170.9% | -162.5% | -29.9% |
| 5Y | -66.1% | +228.0% | -294.1% | -79.3% |
| 10Y | +410.3% | +284.8% | +125.5% | +153.8% |
| All | +142.7% | +215.2% | -72.4% | +21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling