+424.6%
ETSY vs WAT
+170.9%
+253.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | +0.8% |
| 7D | -4.9% | -0.3% | -4.6% | -4.8% |
| 30D | -8.6% | -1.9% | -6.8% | -7.8% |
| 3M | +4.8% | +13.5% | -8.7% | -2.3% |
| 6M | +38.1% | +37.2% | +0.9% | +14.3% |
| YTD | +31.2% | +7.5% | +23.7% | +23.5% |
| 1Y | +22.1% | +35.0% | -12.9% | +0.6% |
| 3Y | +12.2% | +55.1% | -42.8% | -21.0% |
| 5Y | -66.5% | -2.8% | -63.7% | -69.1% |
| All | +424.6% | +170.9% | +253.6% | +179.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling