+424.6%
ETSY vs WCC
+541.6%
-117.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +0.6% |
| 7D | -4.9% | +1.5% | -6.4% | -5.4% |
| 30D | -8.6% | -2.1% | -6.5% | -8.6% |
| 3M | +4.8% | +3.8% | +1.0% | +2.3% |
| 6M | +38.1% | +35.0% | +3.1% | +22.9% |
| YTD | +31.2% | +46.4% | -15.1% | +13.3% |
| 1Y | +22.1% | +63.0% | -40.9% | +1.0% |
| 3Y | +12.2% | +133.9% | -121.7% | -21.2% |
| 5Y | -66.5% | +226.5% | -293.0% | -79.2% |
| All | +424.6% | +541.6% | -117.1% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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