+155.0%
ETSY vs WAT
+229.8%
-74.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.0% | -5.7% | -6.2% |
| 7D | -8.5% | -1.3% | -7.2% | -7.9% |
| 30D | -10.9% | +2.3% | -13.2% | -12.1% |
| 3M | +14.1% | +8.7% | +5.4% | +8.6% |
| 6M | +37.5% | +28.3% | +9.2% | +17.9% |
| YTD | +38.0% | +7.8% | +30.2% | +29.6% |
| 1Y | +46.5% | +36.6% | +9.9% | +20.0% |
| 3Y | +2.5% | +45.7% | -43.2% | -24.8% |
| 5Y | -65.3% | -3.3% | -62.0% | -67.8% |
| 10Y | +451.6% | +162.1% | +289.5% | +190.4% |
| All | +155.0% | +229.8% | -74.8% | +10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling